The ? usually indicates a permissions issue in the iPhoto Library.
Back Up and try rebuild the library: hold down the command and option (or alt) keys while launching iPhoto. Use the resulting dialogue to rebuild. Choose to check and repair Library permissions.
Terry: Update. Think I have solved the difficulty....I was using the usual method (Settings, then selecting a photo from the popup display) but on reading in the Help menu, find that it's now necessary to select a photo in iPhoto, then going to "Share" in the toolbar, and clicking on 'Set Desktop'. I didn't hear anything about this change in procedure......
Would appreciate your comments on this.