While Android devices offer users the ability to download pictures and use them as wallpapers, the process is not intuitive for all users. Some users mistakenly believe that navigating to a desired image and pressing the "Menu" key will provide an option to save the file locally. Unfortunately, the option to save the file is actually in an option menu that they can only access using the long-touch or "hold" gesture on the image itself.
Use the Web browser to navigate to the picture you wish to download.
Tap and hold the image until an options menu appears.
Tap "Save image" and allow the download to complete.