Click on a link corresponding to your resolution size.
Make sure the image is at full size in Internet explorer by clicking on it (IE7) or hovering over the image and clicking the box in the right hand corner (previous IE versions).
Place your mouse over the image.
Click on the right mouse button.
A menu window will pop up.
Scroll down and highlight, Set As Background and then use the left mouse button to click on it.
The wallpaper is now installed on your desktop. Enjoy!

Mac Users (For MAC O/S):

Place your mouse over the image.
Make sure the image is at full size in Internet explorer
Hold down the mouse button until the small menu appears.
Choose Save image as which will save the image to your hard drive.
Open the control panel Desktop Pictures.
Click Remove picture and then click Select picture.
Next load the new wallpaper from where you saved the image on your computer.
The last step is to choose Position automatically for the wallpaper.