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Once you have settled on your theme, click on the Desktop Background option at the bottom of the Personalize window. Here you can see all the images within a particular theme and tick or untick them, removing unwanted ones from your cycle of images. You can also choose how the picture is shown on-screen, although leaving it in Fill mode will be fine unless you start using odd-shaped images. There is also a Shuffle tick box, allowing you to muddle up the order of the chosen images, so you won't know what is coming next.