I'm getting the same issue with my sons acer aspire one netbook. I'm a wiz with these things, but this is the first time I ever seen a laptop with out desktop options or properties when right clicking the desktop. When right clicking on a picture and setting as desktop background, nothing happens.
I've seen a lot of people posting like they have the answer but I'm just assuming at this point acer doesn't have this option for the aspire one laptop... weird!