• Find the wallpaper you like
• Click on the resolution that corresponds to your monitor
  (if you are not sure what your monitor resolution is, go to START > Settings > Control Panel > Display and click on the "Settings" tab. In the area labeled "Screen Area" you will see your current resolution)
• When the image is done loading, right-click on it
  Select "set as Background" - the image will appear on your desktop as a wallpaper
  

If you are using a Mac:

• Find the wallpaper you like
• Click on the resolution that corresponds to your monitor (if you are not sure what your monitor resolution is, go to Apple > System Preferences > Displays and note which resolution is highlighted)
• When the image is done loading, right-click over the image (if you have the one-button mouse that came with your mac, go out and buy yourself a nice logitech mouse, or hold down the "control" key while you click).
• Select "Save Image... " from the menu that appears
• Go to the "Apple" menu and click "Desktop and Screen Saver".
• Make sure the "Desktop" button is selected and click "Choose Folder"
• Find the image you just saved and click "choose" to make it your desktop picture.