Windows 95
Once you click your desktop size, right-click on the image and select the option to "save as desktop (or wallpaper)." To remove the image, right-click on your desktop and select the backgrounds tab in your display control panel.

Macintosh
If you have a Macintosh, you need to be running system 8.0 or higher or have a third party program such as Décor to use background images. To save the image, click on the desktop size you have, then click and hold the mouse button on the image until your browser asks you where you would like to save the image. Use your Desktop Pictures control panel (OS8) or Décor to make the picture your desktop background.