For PC users. Using IE (Microsoft, Internet Explorer) or Netscape browser. All you have to do is, Right click your mouse. You will see a window, open up. For IE and Netscape, Look for: 
Set as Wallpaper. Click on this line. The Picture will instantly become your wallpaper. Most people will be satisfied with this. But you see, for PC users, the Picture is now a temporary Wallpaper. The next wallpaper you click and save, will override your last picture. Erasing it from your hardrive.

Right click the file. Then click rename. You will see a small box appear, the text will be in blue. Click within it, and name it anything you want. Matthew for example. You have now saved the picture on your hardrive. 
Now to activate it. Click Start, then Settings. Click Control Panel. You will find a small monitor, marked Display. Double click this. The first screen you see, will be Wallpaper. Scroll through the listings, and look for Matthew. Click this. The picture should show in the small screen. Now click Apply at the bottom, then Okay. And you're done! You now have a Wallpaper, that won't be knocked out if you save a new one.