The Windows default wallpaper list is shown when we select Desktop tab under Display Properties (Right click»Properties on Desktop). If you need to add some pictures to this list from your own collection here are the steps to follow.
The wallpapers shown in the list are located in the folder %SystemRoot%\Web\Wallpaper the %SystemRoot% represents your Windows Directory (normally C:\Windows).
Just add the pictures you need to appear to this folder and the next time you select Desktop properties the wallpaper will be there along with those come with Windows. Here the file named tan-y-groes1024x768 is the file added by me.
You can actually change the folder Windows looks for its wallpaper through registry. Ill cover it later this day.