Changed wallpaper, it changes it back when it locks

Today I changed my desktop wall paper, when I first got my phone a year ago I set it to a pic I had saved on my card, this is the first time I changed it since. Now when I am using the phone the new pic is there and its all good, but when I push the power button to lock it and put it to sleep it changes back to the old pic and once I wake it back up the old wall paper will be there till I unlock it with the slider then the new one will come back.

Hopefully the answer here isnt to delete the pic, sure I have it on my computer but I really like the old pic, its a beautiful shot of the sunset I took from 10,000 feet on Christmas night in 2008.