Choose the size (underneath the thumbnail) that corresponds to the size of your desktop. After clicking on the link, a large version will appear. Then…
Windows: Right-click over the image and choose "Save as Background" or "Set as Wallpaper".
Mac OS: Control-click on the link below and select "Download Image to Disk" (IE) or "Save this Image as…" (Netscape). Save the file to a location that you will remember. Then go to the Appearance Control Panel, and choose the "desktop" tab. Click on "Place Picture…" and choose the picture you just saved. Click on "set desktop."