Execute the following command in a terminal,
sudo cp /usr/share/applications/gnome-appearance-properties.desktop /usr/share/gdm/autostart/LoginWindow
Copy an image to /usr/share/backgrounds
cp yourimage.jpg /usr/share/backgrounds
Logout Ubuntu.
You can see a window will pop up, select "Wallpaper" and locate the desired image. You can change the image from there.
Login to system and open a terminal and execute following command,
sudo unlink /usr/share/gdm/autostart/LoginWindow/gnome-appearance-properties.desktop
