Choose the image and then click on the size to download. The Serta Counting Sheep image will display in a new browser window.
Right-click on the full image and choose "Set as Desktop" from the menu (or "Set as Wallpaper" on some older versions of Windows).
Save the image in your pictures folder. Then, select "System Preferences" from the Apple menu. Click the icon for Desktop & Screen Saver. Click on the Pictures folder in the list to select the new desktop image.