Mac OS X:

• Click on your favorite image above
• Right click (or ctrl click) on the image and choose "Add image to iPhoto Library
• Open iPhoto
• Find and select the image
• Click "Share" on the menu at the top and choose "Desktop"

Windows PC:

• Click on your favorite image above
• Right click the expanded image and choose "Save image..."
• Choose your prefer location
• Find that image on your computer
• Right click the image and choose "Set as desktop Background"