Sorry, I was just being a smart ass. Here's the best way I can describe what to do.

1. Right click on an image and click "save image as"
2. on the right hand side click the "desktop"
3. Image will show up on you desktop
4. Left click and hold down on image
5. while holding the image move the mouse into the dialog box
6. release the left click of the mouse that you've been holding
7. Woolah! Pic should load.
   This is with a PC. If you're on a Mac then I have no idea and you're on your own.