Mac OS9: CTRL+click on the image. Select "Save Image As" from the menu to save desktop to your hard drive. Under the Apple menu, open "Control Panels/Appearance". Click on the "Desktop" tab and on the bottom right hand corner, click "Set Desktop". Choose the image you want to place on your desktop.

Mac OSX: CTRL+click on the image. Select "Save Image As" from the menu to save desktop to your hard drive. Open your "Systems Preferences and click on the "Desktop" icon. Drag the image you want to place on your desktop into the "Current Desktop Picture" thumbnail.

PC: Right click on the image below and select "Set as Wallpaper".