Careful with this one - can be slippery when wet. I suppose you what to know how to get it on the desktop now. There are more that one way to skin a cat when it comes to setting the wallpaper / bcakground as your desktop. You can either right click desktop wallpaper beow and then select 'save target as...' (IE & Opera) or 'save link as...' (Firefox). If this is your chosen route, remember where you save it! Next you need to go to where your computer's operating system display settings and set the image as your background / wallpaper.
Another way is when the full screen wallpaper has loaded, right click it and choose 'save image as...' or 'set as Desktop Background' or 'Set as Background'. You'll know what to do when the time comes. I'm routing for you.My guess is you already know. I'll be quiet then.
Return to wallpaper thumbnails.