Ah - good choice - this is one of my favourites! 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 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.
Another way is, when the full screen image has loaded, right click it and choose 'save image as...' or 'set as Desktop Background' or 'Set as Background'. It'll come to you when the time is right. I think you have it in you. My guess is you already know. I'll button it now.
Return to wallpaper thumbnails.