1. If you have a space in the background name, this creates a problem. So simplify the name of the background file and try again
2. I have found on my machine that I cannot change backgrounds, once I have loaded a background.
If I go to the default Style in Fast Dial Styles. which has no background.
So using default I have created another style which has all my usual settings and no background.
I call this style template.
So to use a new background I simply go to the style template, load in a background and then rename template* with the name of the background (in Preferences/Styles)