Click on the picture of your choice and the file will be downloaded/transfered onto your computer. Once transfered, uncompress the file using pkunzip (or another unzipper) into the \WINDOWS directory. When that's done, click the right button of the mouse while not having the pointer over anything on your main desktop screen. Select Properties, then Background. In the "WallPaper" window, select the file that you just uncompressed, and choose Apply.