You can get a desktop wallpaper from your desktop. Simply
minimise all application windows. press "Print Screen", go to
"Start" -> "Programs" -> "Accessories" -> "Paint". Then
right click and select "paste". Go to "File" and select save as
"a.jpg".
Minimise all windows again. Right click on desktop, select
"Properties" -> "Desktop" tab and "browse", and select "a.jpg"
from the "Desktop" folder, click "ok" and you are done.