Toddy, Indie Boy has said that he has not checked that box anyway.
If your display picture keeps changing, the only way to repair this is to remove all your display pictures manually. Go to the folder
C:\Documents and Settings\Username\Application Data\Microsoft\MSN Messenger\number, with Username being your Windows username and number the number that symbolises your email address.
Use
this little program to find out which number matches your email address. Go there and delete the folder called UserTile. Reboot and add your display pictures again; your problem should be fixed