Change desktop background at school?
Solution 1:
Your school's IT administrators are using either group policy or a third party program to restrict what you can do with your background.
I'd say that's a smart policy for them to implement, considering what many high school students might choose to use as their background when they have access to the web or USB flash drives. (I'm assuming high school based on the age in your profile).
Trying to find a way around this is equivalent to defying the administration's decisions, so you're probably safest not trying to get around their rules. I've gotten into enough trouble doing things I obviously wasn't supposed to be doing, and now that I do some light IT work I see how some restrictions like these make everybody's lives easier.
Solution 2:
At my school our backgrounds were also locked, but this is how we got around it.
Windows button + R and type in Regedit, go HKEY_CURRENT_USER > Control Panel > Desktop then scroll down until you find Wallpaper, open it and insert the filename of the picture you want. (This will set the wallpaper for only your user and not the computer itself.)
PS: If your school IT admin has blocked Regedit, it gets more complicated...