Ah - good choice - this is one of my favourites! I suppose you what to know how to get it on the desktop now. You can set the wallpaper as you desktop in a number of different ways. 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 is shown, right click it and select 'save image as...' or 'set as Desktop Background' or 'Set as Background'. When you're ready - you'll know what to do. I trust you. My guess is you already know. I'll keep a lid on it now.
Return to wallpaper thumbnails.