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 a number of ways to set the chosen wallpaper as your desktop wallpaper / background. You can either right click the background below and then choose 'save target as...' (IE & Opera) or 'save link as...' (Firefox). If you do this - remember where you saved it! Now go to wherever it is you normally set your desktop backgrounds for your computer and selected the saved wallpaper.
Alternatively, when the full screen image is up, right click it and select 'save image as...' or 'set as Desktop Background' or 'Set as Background'. When the time is nigh - you'll do it right. I believe in you. I reckon you know already.I'll keep a lid on it now.
Return to wallpaper thumbnails.