If you have an emac(not imac) you can right click on the picture of the wallpaper and click on save image to disk and save it to something like pictures folder then go to macintosh HD go to aplications then go to system preferences and then go to desktop/screensaver, under desktop go to choose folder and pick pictures, then click on where it says pictures above were it says choose folder and you'll see the wallpaper you saved just click on it.(write this down).

Awww... I have IMac!!! :'(\Is there any way I can do it with I mac?

Thnx for the answer