WINDOWS:

1. Right-click on the image and click 'Set as Background'

MAC OS X:  

1. Drag the image off onto your desktop
2. Go to system preferences
3. Go to the Desktop icons and open it
4. Choose the 'Collection' drop down and 'Choose Folder' to find the new wallpaper on your computer

MAC OS 9:

1. Drag the image off onto your desktop
2. Go to your control panel and choose 'Appearance'
3. Click 'Set Desktop' and choose the newly downloaded image on your desktop