I'm assuming your clicking on the Run button for DeskScapes in Impulse. I'm not sure how the XP version works but in Vista, you can also run DeskScapes under the desktop background settings in the personalization menu.
To use DeskScapes in Vista, right click on the desktop, choose "Personalize" from the menu, choose "Desktop background", click on the dropdown box for "Picture Location" and choose "Deskscapes". Then choose a dream and depending how large it is it should load in a few seconds.
You can see screenshots that somewhat show this at this link... Link
There's also some troubleshooting tips for Vista at this link... Link