Inserting background picture to Crystal Report

I don't know if this is only my dev machine - the background picture disappears after I reopen the report.

There are a few jpg files I want to use as the background of my report. I used Insert->Picture, then select the file. Everything looks good (move to back). However after I close and re-open the report, the picture is blank. I can tell the object is still there (by the blue
border when move mouse over) however it's just blank. Double clicking won't activate the edit mode.

I found that, in order for this picture to retain, I have to insert the picture to a Word file first then copy it in memory from Word. Copying from MSPaint doesn't work. Has to be Word. After inserting I had to adjust the size a little bit and the report file size is also much smaller than the version which I directly inserted picture file to.