To download these PC desktops, click on what size desktop (1024x768 pixels or 800x600 pixels) you want under the desired picture of that desktop. When the desktop downloads completely in the browser, you will be able to right-click the image and select "Set As Wallpaper" - note this is only if you have Active Desktop active on your desktop, or else you may be asked if you want to use Active Desktop if you have a .bmp on your desktop.

Alternately, you can right-click and select "Save Picture", save it as a .bmp file in your desired folder, then right-click your Desktop itself, select "Properties" and then click on the "Browse" button on the bottom right of the dialog box and select your downloaded .bmp. This avoids having to use Active Desktop.