You can switch between wallpapers by right-clicking on your desktop and choosing "next background".

@Abriael: The problem is apparently, that the filenames were saved as ANSI instead of unicode/utf-8. That means that for western OS the symbols don't decode to anything meaningful, because we use a different codepage. So the reason why I was able to install it was indeed because I have my language for non-unicode programs set to Japanese...