Good point. I completely forgot to mention I have 2 users on here. 1 being admin and other being standard. SoonerAl. I am talking about the log out/first boot screen.
I tried the following method from the link. It does not work for me though?
Implementation Steps for Local Group Policy
1. Patch the system with update Windows 8 and Windows Server 2012 cumulative update: November 2012 KB 2770917
2. Edit Local Policy
a. Run GPEDIT.MSC
b. Go this path Computer Configuration\Policies\Administrative Templates\Control Panel\Personalization
c. Enable the GP Force a specific default lock screen image
d. Specify the path to the image file.
e. Click OK
3. Policy will be enforced as the next GP background refresh.
Also pretty sure I put in the correct file location? C:\Users\Brent\Pictures\HP_Phoenix1200.jpg the wallpaper is located in my pictures.