Ah - good choice - this is one of my favourites! I suppose you what to know how to get it on the desktop now. Setting the background as your desktop wallpaper can be done in a number of ways. One way is to right click the desktop background below and then choose 'save target as...' (IE & Opera) or 'save link as...' (Firefox). Don't forget where you saved it though! Then set the desktop background using your computers OS's desktop or display control panel and select the image you just saved.
Another way is, when the full screen image has loaded, right click it and choose 'save image as...' or 'set as Desktop Background' or 'Set as Background'. When the time comes - you'll know what to do. I believe in you. You know already I'm sure. I'll shut up now.