To Change Desktop Background Picture
Click Here for Text Only Printable Version
Right Click in a blank spot on your desktop, and you will get a menu like so:

Click "Properties"
You will then see this:

Click the Desktop Tab

Select any picture you want, and hit ok.
As additonal options you may choose under "Position:" to Stretch it to fill the full screen (recommended) or to tile it (showing you lots of the same picture), or to center it (showing the picture once in its original size in the center of the screen).