With "Doc" do you mean the Dock?
If so, do you open saved websites (which format did you chose to save those websites in), which are stored in a folder?
I also guess, that you use
Mac OS X 10.7 Lion or
OS X 10.8 Mountain Lion, which somehow sometimes opens previously opened documents. Maybe the next time that happens, just close the wallpaper document via CMD+W and see, if it happens another next time, after you have quit Preview again and then use it to open whatever document you like.
If I am off with my explanation, it is probably due to me not having understood what you mean.