If your wallpaper changes back to default (Galaxy) after reboot or after logout it is because

the wallpaper you set was on another drive.
and this drive loads after your settings are loaded.

MAC OS X Lion / Mountain Lion does not save your wallpaper on the native HDD, rather tries to load the wallpaper from the original HDD, i guess only the path to the wallpaper is saved in the OS X settings.

Anyways..
what happens is that when your OS X boots up it does not find the path to your wallpaper since the HDD you've saved your wallpapers in has not mounted yet. :(

One basic solution for this is to save your wallpapers in the HDD where you've installed the MAC OS X..

but I didnt want to save all my wallpapers in Native Mountain Lion HDD, so i figured out my perfect fix..!!

This is how i fixed..

I found this file in my Mountain Lion install pendrive.. autodiskmount.plist

Library/Preferences/SystemConfiguration/autodiskmount.plist

If you can't find it on your OS X Install Drive then you can make one by typing

<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE plist PUBLIC "-//Apple Computer//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyList-1.0.dtd">
<plist version="0.9">
<dict>
<key>AutomountDisksWithoutUserLogin</key><true/>
</dict>
</plist>

rename ur txt file to autodiskmount.plist

or download the file from this post.

save this in your MAC OS X HDD

Library/Preferences/SystemConfiguration/autodiskmount.plist

Voila..!!

restart your system..