Each user has a profile that stores customized settings. When you switch user, you switch the settings to the user you chose. Switch back to the original user and your background should be back the way it was.
It sounds like you want to change the background that is shown on the logon page. In Windows 7, that is fairly easy to do, but requires modifying the registry and adding some files to the Windows folder. There are 2 steps:
1. run regedit.exe and browse to:
Create a DWORD called OEMBackground and set its value to 1
2. Browse to C:\Windows\System32\oobe\info\backgrounds. (You may have to create some of these folders). Create a file there called backgrounddefault.jpg. The file must be less than 256KB and must be a .jpg file.