WHY is my private pic.DISAPPEARING ???

I have tried for two days now to get my private picture in as a background on my desktop of newly installed Zorin OS 9 Ultimate.
And each time I restart ore shut the OS down my picture is gone.
I`w tried it through the System Setting APPEARANCE and right clicking on the desktop with Change Desktop Background.
One time I found a program called "Change Background 2" - Ore SOMETHING ????????????
Any Way, the pic. is gone and I`am back with a default one.
I have also tried to save the pic. in the default folder of background pictures.
HELP, What to Do ??
madseinar.

The easiest way to do this is save your picture in your Pictures folder inside of /home - right click and open with Image viewer and select - 'Set as desktop background' - this is what I do and have had no issues: