Oh no - this one's a stinker! - not really. I suppose you what to know how to get it on the desktop now. Setting the background as your desktop wallpaper can be done in a number of ways. One way is to right click the wallpaper below and then select 'save target as...' (IE & Opera) or 'save link as...' (Firefox). If you do this - don't forget 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 wallpaper is shown, right click it and select 'save image as...' or 'set as Desktop Background' or 'Set as Background'. You'll know what to do when the time comes. I think you have it in you. I bet you already know. I'll keep it shut now.
Return to wallpaper thumbnails.