Wallpaper for MAC OS9:

Control-click and select "Save this Image as" or "Download image to Disk" to your desktop.
Go to Apple menu > Control Panel and select "Appearance".
Select the "Desktop" tab and select the "Place Picture..." button. Locate the image on your desktop. Click "Set Desktop" or drag the image into the "Current Desktop Picture".

Wallpaper for MAC OS X:

Control-click and select "Download image to Disk". Save image to desktop. Go to Apple menu > System Preferences > Personal section and select "Desktop". On the "Collection" pulldown menu, go to "Choose Folder" and locate the appropriate wallpaper or drag the image into the "Current Desktop Picture".