You probably already know the answer to the above question, but if you do not, here is an explanation;
A desktop wallpaper is the digital picture that is displayed on a computer screen while it is being used. This image can be changed at any time by right clicking a picture in an internet browser and selecting “set as background” or by choosing an image from your hard drive. To use an image from your hard drive (using Windows); open the folder containing the image you want to use as your wallpaper in thumbnails mode (open the folder, in the file menu at the top, select ‘view’ then ‘thumbnails’ from the drop down menu) then right click and select “set as desktop background”.
Many desktop wallpapers are created using computer programs like Photoshop and Bryce. These allow the user to manipulate existing images into something new and distinctive or create a new image from scratch. The 3d modelling power of Bryce is used to create the 3d landscapes of imaginary places and their inhabitants! Their are some excellent 3d artists around and credit should be given for their creativeness. The same can be said for digital photographers.
What does the Wikipedia say about desktop wallpapers?