Try to delete the Desktop settings file.
To do it, open Finder, select Go menu (on the menu bar) > Go to Folder, and type ~/Library/Preferences. Then, delete "com.apple.desktop.plist" and "com.apple.systempreferences.plist", and restart. Finally, your background will always be the same and it won't be changed.
Uninstall CleanMyMac. You don't need it and it might damage Mac OS X