Do you mean set it as your desktop background?
If so when your on the internet and you find a picture you want as your background you just right click it and select Set as Desktop Background.
If you have the picture saved to your computer then you can do the same as on the internet. Just open the picture and right click and select Set as Desktop Background
OR in XP you can right click on your Desktop> Properties then select the Desktop tab>then click Browse and find your picture>then click Apply and OK.
Hope this helped
