Did you set it by having the pic in a browser window and then right-clicking and picking something like "set as background image"? If you did that, and you had not opened it first from another location, like a file folder full of wallpapers, then you've lost it. Usually the program you set wallpaper with overwrites the previous image.
Another option: look in
C:\Windows
or
C:\Windows\Web\Wallpaper to see if it's there.
Tom