Right-click on the download link to the right of the desired wallpaper and save it to the images folder that syncs with your device.
Sync your iPhone or iPod Touch.
Tap on the Photos icon, navigate to the photo and set as wallpaper.
The first step is to save the desired wallpaper to your Mac or PC via your browser.
Click on the thumbnail of the image that you want to use. This will take you to the detailed view of the wallpaper.
Right-click (Ctrl-click on the Mac) on the download link to the right of the desired wallpaper.
Choose "Save link as" or similar from the dropdown.
Mac users can either save the image to a folder or add it to their iPhoto library. PC users will want to save the wallpaper into their 'My Pictures' folder.
You can then sync the iPhone or iPod with photos in iPhoto 4.0.3 or later on a Mac, or Photoshop Album 2.0 or later or Photoshop Elements 3.0 or later on a PC. Or you can sync with any folder on your computer that contains images.
Connect the iPhone or iPod Touch to your computer and do the following:
Launch iTunes then click the Photos tab and select 'Sync photos from:'
From the pop-up menu, do one of the following:
If you'rer using a Mac, choose iPhoto or your Pictures folder.
If you're using a PC, choose Photoshop Album, Photoshop Elements, or your My Pictures folder.
Choose Folder, then choose any folder on your computer that has images.
Choose 'All photos,' or choose 'Selected folders' or 'Selected albums' and choose the folders or albums you want to sync.
Finally on your iPhone or iPod Touch:
Tap on the Photos icon. Browse through the albums or camera roll until you find the picture you wish to use.
Select the picture so it is displayed full screen.
Tap the icon in the lower left corner of the screen. If you don't see the icon, single tap the picture to display the menus.