Oh no - this one's a stinker! - not really. 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 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! Now go to wherever it is you normally set your desktop backgrounds for your computer and selected the saved 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'. When the time is nigh - you'll do it right. I believe in you. You probably already know in fact. I'll shut it now then.
Return to wallpaper thumbnails.