Wallpaper is probably being loaded into Chip Ram.
There is an option on Prefs/Workbench to set these Images to other Ram (Fast Ram) as Chip Ram has a higher priority for Images than fast ram @ default settings!
Large Images will suck a lot of Chip Ram unless you tell them otherwise & this will make your Amiga Chug a bit too!
I expect there is a way to get it loading earlier too, but I am not clued up on how to do this, sorry!
RE the PicassoIV, have a read here:
Linky Poo Normally, the PIV will be @ it's best from the word go, unless someone has mucked up the cards basic settings of course.
Good Luck!
Kin