Windows
Right-click on the image and select the option to "save as desktop (or wallpaper)." To remove the image, right-click on your desktop and select the backgrounds tab in your display control panel.

Macintosh
Click and hold the mouse button on the image while pressing the Control key, then save the image to your hard drive. For System 8.0, use your Desktop Pictures control panel to make the picture your desktop background. For OS9, set the background using the Appearance control panel. For OSX, use the Desktop preference panel in the System Preferences section.