Would it be Tab. I know that if you are in Microsoft word it works like that.<span />
Try refreshing the page, if not restart your device check your internet etc.
Minimize any apps/webpages on it you have open (your background has to be visible), left click with the mouse, hit Personalize, and it should have Backgrounds on the page if you scroll down. You can hit Browse to look through your files on the desktop for what you want.