Wallpaper distribution problem

I have tried different ways to distribute a commom wallpaper to all Windows
XP desktops in our company, but none seem to be fully satisfying.

1. Using Group Policy actavating Active Desktop. This is an easy way, but it
seems to "destroy" the shortscuts on the desktop. They are no longer
transparent, and the shadows on the letters are gone. Instead the text shows
up on a rectangular piece of the background color. It does'nt look very
professional...

2. By distributing a common Default User containing the correct settings.
When a new user logs on to the machine, all their settings will be copied
from this profile, including the wallpaper. But even so the wallpaper don't
show up, the desktop will only show the default background color. If I look
into the Display properties, the correct wallpaper will show up there, but
will not appear on the desktop before I click OK on this properties...

Can anyone give me a solution to either of this problems?
Thanks!
:-)