PC Users - Click on the image that you would like to use. Once it if fully loaded hold your mouse over the picture and right click. You should be able to select Save As Background or Save Picture As.

MAC Users - Click on the image that you would like to use. Once it is fully loaded click on the image and hold your mouse button down. You should be able to select Download Image To Disk or Save This Image As. Save it to your Appearance Folder, which should be located in your System Folder. You can then set your Appearance through your Control Panels.