To save these wallpapers, right click the image and hit "Save Target As.." and save it somewhere easy to find on your computer (like your desktop.) Then connect your psp to your computer (or insert your memory stick in your PC card reader.)

To use these wallpapers, save them to your PSP in the DRIVE:\PSP\PHOTOS folder on your memory card. Enable the wallpaper setting in the "Theme" menu under "Settings" from the main PSP screen. Then using the photo browser, select the picture and hit the triangle button. Find the "set as wallpaper" icon and hit the X button. Select "Yes" then hit the X button.