basically, find a wallpaper that you like. to the right side of the wallpaper is a big button labeled "Download"

clicking download will retrieve the wallpaper "optimized" for your detected monitor resolution. in the upper right hand corner is a button labeled "Options". click on options and click on "download original".

then just save it to your computer. from there, you can then set it as your wallpaper.
good luck with it.
toodles,
harmless