Careful with this one - can be slippery when wet. 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! Then go to wherever you set the background for you particular computer / operating system and select the image.
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'. You'll know what to do when the time comes. I have faith in you. I bet you've figured it out already. I'll shut up now.
Return to wallpaper thumbnails.