If you are using applications like "BackgroundsHD" to set your wallpaper, it sets the wallpaper with respect to application, even I had faced the same pblm, and found the source of problem.
Due to overload on RAM, some background applications are closed automatically after closing heavy processes like games or browsers like UCBrowser,
So the image you selected by that app to set it is no longer in use, u need to start that app again.
If this is the case, try to avoid using third party tools to apply theams and wallpapers.
Rather use Xperia's default app to set it.
Hope it helps..:smileysmileythumbsup:
