Right-click on the image and select "Set as Wallpaper"
Press the mouse button on the image and hold the mouse still until a pop-up menu appears. Select "Download Image to Disk" or "Save Image as ..." Once the image is saved, go to Appearance control panel and use the Remove Picture and Place Picture options to select it as the Desktop Picture.
800x600 | 1024x768 | 1280x1024 | 1440x900
800x600 | 1024x768 | 1440x900 | 1920x1200