Wallpaper resets

I set all 3 of my wallpapers to pictures off from my memory card, as well as the lock screen. Right after I finishing setting them they go right back to the factory wallpapers. I then go back into my pictures and all but maybe 1 or 2 of my pictures are gone. Sometimes by shutting the phone off and turning it back on the pictures return but as soon as I set the backgrounds it goes right back to the factory wallpapers and my pictures are gone again. Anybody else having the same problem?