This happened to me with Poser 5. It saved it into the PZ3 even after deleting it in the material room. I ended up opening the .pz3 file in Wordpad, searching on the .jpg name and killing the lines in which it appeared (I think it was in there twice.) Then saved the file as a different name just in case I totally killed the .pz3, LOL. It got rid of the pic, but the window was still too large, I couldn't be bothered to go back in and fix that though. The other thing that would fix it is to create a 6x6px .jpg or .gif in a colour to match your background and import that as a new background, but obviously don't change the window size when it offers.

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"you are terrifying
and strange and beautiful
something not everyone knows how to love." - Warsan Shire