Created attachment 2866 Take a look! In ristretto 0.22, the set as wallpaper option is unavailable. I made a screenshot.
If you need more informations, i'm here! Thank a lot!
This is caused by a wrong way to determine if xfdesktop is running. The problem is also present when ristretto is used with gnome. It probably needs a change in the preferences-dialog so a user can 'pick' which desktop it wants to set the wallpaper on. Distro-maintainers can patch ristretto to override the default behaviour as they see fit. The problem is even bigger with Maemo, which does not watermark the root-window at all. I am not sure how to do that yet.
Fixed in master :-)