Click the Start menu and navigate to Settings > Control Panels
If you are using Classic View then click on Personalization and then click on Desktop background link.
If you are using Category View (Windows XP) then click on Appearance and Personalization and then click on Change Desktop Background.
In the "Picture Locations" drop-down list, select "Solid Colors"
Click any color (or use the "More..." link at the bottom)".
Click the "Save Changes" button.