ok, first of all, that "little grey box" IS lsxcommand. by default, it appears in the top left of your screen. go on, type something in there (ex. c: or "c:\program files"). and second, huh?!? you're not running explorer any more. so no, it's not possible to have a different wallpaper, cause you're not running explorer, so it doesn't have a wallpaper. but what you meant to ask (I'm assuming), is how to choose a different wallpaper. well, you should just be able to pick a different one. just go into control panel->display->desktop, and choose a different one.