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 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 goto your computers display control panel and set the background to the image you just saved.
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'. When the time comes - you'll know what to do. I believe in you. I bet you already know. I'll keep it shut now.
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