You are simply assigning the BackgroundImage to 'a' no matter what. What if the BackgroundImage is Nothing? You'll be making 'a' Nothing too and then your Image is lost.
You're only using a single Image, right? You don't need to assign that same Image to 'a' every time the CheckBox is checked or unchecked. You only need to assign it once, when the form loads. Then, when the CheckBox is checked or unchecked, you either assign that Image or Nothing to the BackgroundImage property.
Also, even if this is just a test you should use a descriptive name for your variable, not just 'a'. Get into good habits.