Skinners like to mess with defaults....we screw up our systems quite well doing it, too.
This one had me stumped. I just could not get 'control' of the included folders in windows/web/wallpaper/ no matter what I poked and prodded.
The solution is a reg 'hack' to merge...and you can regain ownership of what are otherwise locked folders/images/etc.
http://www.herbystweaks.net/files/TakeOwn.zip
The only warning is that you are merging and thus altering registry entries...so if you are nervous about that....simply do not do it.
Included within the zip is a reversal option to restore your system to 'normal'.
Read the included text doc for details...