When I click on the Display icon in the control panel (I want to change my desktop theme... really sick of the cow pasture), all I get is this pop-up message:

An exception occurred while trying to run "C:\WINDOWS\system32\shell32.dll,Control_RunDLL "C:\WINDOWS\system32\desk.cpl",Display"

It doesn't matter if I double left click, or right click and choose open I get the same thing. All other control panel stuff opens without a problem. Anyone have any ideas?

Try right clicking on the desktop and select properties. If that doesn't work, then you will need to try using System Restore and go back to an earlier configuration or do a reinstall/repair deoending on your version of Windows.