Instructions on Downloading a Desktop Picture for PC
If you are using a PC, choose the link marked "for PC." Your browser will then ask what you'd like to do with the file. Choose "Save this program to disk," and make sure you remember what folder you are saving it into. Once you've downloaded this file, find the file, and double click on it. You will then be walked through the process of opening this Desktop Picture.

Instructions on Downloading a Desktop Picture for Mac
If you are using a Mac, select the linked marked "for Mac." This will launch the file, and will unstuff it and place the Desktop Picture on your desktop.