When you configure the Active Desktop Wallpaper Group Policy at User Configuration\Administrative Templates\Desktop\Active Desktop, the Active Desktop Wallpaper is NOT displayed?
It is likely that you forgot to enable the Enable Active Desktop policy, also at User Configuration\Administrative Templates\Desktop\Active Desktop.
NOTE: To force the policy to take effect immediately:
|Windows 2000||See tip 2184.|
|Windows XP||See tip 4620.|