Wallpaper resets to the beach wallpaper?

I just bought the new MacBook pro with retina display. Although I doubt it's a hardware problem, but after every reboot, the wallpaper becomes the beach one. In the settings, it says that I'm running the wallpaper I selected. If I select any other wallpaper, the problem disappears, till I don't shut it down. I've tried out all the settings and am sure this is a software glitch(I can't beleive a near 3000$ machine has such a small issue).

My MacBook is running on Lion. Mountain lion seems to be having different wallpapers, will that resolve it? There is an update for my current MacBook software too, shall I install it? Any solution would be great, as I just got it a day ago and am bogged down by such a minor issue.

Thanks