I have tried going into "add/remove programs" and they are not listed in there. Help!! :o
When I go into "control panel" and select "appearance and themes" then select "change the desktop background"
How do I delete some of the desktop backgrounds that are in the selection list when you click on the "desktop" tab?

What do you mean by a desktop? The background image?

Where are you seeing a Desktop selection list? Please be detailed.

What do you mean by a desktop? The background image?

I edited my question to give more detail does that help?

These are BMP files in your Windows folder. You may need to select to view Hidden files to see them. You would then delete them through Windows Explorer.

If you navigate to the folder, C:\Windows, there will be several .bmp files, named Prairie Wind.bmp, Gone Finshing.bmp, etc.

The jpg images can be found at: C:\WINDOWS\Web\Wallpaper

Actually I believe those images reside in: C:\Documents and Settings\[username]\My Documents\My Pictures

Actually I believe those images reside in: C:\Documents and Settings\[username]\My Documents\My Pictures

Yes there are some photos there, sample images. The actual directory will be:
C:\Documents and Settings\All Users\Documents\My Pictures\Sample Pictures

The directory I specified has the actual desktop backgrounds, such as the Windows XP default, etc. :)