If you haven't got the program, just press the PrtScr key on your keyboard, this saves whatever is on your screen in the clipboard.
If you have IrfanView (which everyone should have, free) use that but if not open the Microsoft Paint program in your accessories and click Edit/paste. Then click the File tab and save as ....... save as type should be something your comfortable with, probably Jpeg or bitmap. save to your desktop or wherever and set it as the wallpaper in the usual method.
Select a familiar format - probably