So THAAATS why my wallpaper kept changing! haha i thought it was on some kind of slide show where it changes automatically ever X minutes.
I only found this out by chance as it is not in the instructions-
Usually, you have to go into your pictures and hold the select button down for a second to make it your wallpaper.
Well if you are on the menu where it says "Music, Pictures, Playlists" etc, then all you have to do is press 'back' so the text minimises to the bottom of the screen, leaving you with the rest of the screen showing you the wallpaper- then just tap left and right to change the wallpaper, then press back again and you will have the new wallpaper!