[Windows 9x]
Save the image to your computer by right-clicking and going to 'Save Target As'.
Click on the 'Start Menu' and go to 'Settings'.
Open the 'Control Panel'.
Open the 'Display Settings'.
Select the tab 'Background'.
Click on the 'Browse' button, and go to the path where you have saved your image.
If you wish to Tile/Center/Stretch the image, use the drop-down menu just below the 'Browse' button.
Finally, click 'OK' and this should save your settings.
[Macintosh OS 8.x]
Save the image to your computer by cliking and holding your mouse button down on the image and selecting 'Save Image As...' from the menu that appears.
Click on the 'Apple' menu, and select 'Control Panels/Appearance'.
Select the 'Desktop' tab from the Appearance.
If you already have a picture as a background, you will need to click the 'Remove Picture' button first.
Click the 'Place Picture' button.
Navigate to where you stored your the image and then click 'Set Desktop'.