First, find the URL of the image you want, them copy it. An easy way of doing this is right-clicking the picture, then click properties, highlight the URL then hold control [ctrl] and press C.

Next, close or minimize any open windows. Right click the desktop, and click Properties. Select the Desktop tab, and then click the Customize Desktop button.

In the new window, click the Web tab, and then click New.

Another new window will open. All you need to do is paste the URL in the text box, then click OK.

The other window should close, and another window will open. Click OK in every window open.
That's it! If you don't want it anymore, then click the X when your cursor hovers over the image.
MORE INFO: to move the picture, hover your cursor over the picure and click and drag the mouse on the large bar on top of the picture.
Here's an idea of what it should look like: