How to I get pic from Interface to be my desktop

[ranman444]

Just a newbie here but how do I get a picture from website Interface to be my desktop once i download it. I tried dragging into iPhoto but this does not work. Thanks for anybody that can help me.

 

[silbeej]

Right click or control click desktop
select change desktop image
tell it where you saved the image
done.

 

[Eraserhead]

System Preferences>Desktop>+ and choose the folder the image you want is in, or just add it to iPhoto and go to Share>Set Desktop.

EDIT: sibeej's method is better.