How to download files on Windows

     •Right-click on the picture you want to  download.
     •From the menu that pops up, click on the choice labeled "Save Target  As..." or "Save Link As..."
     •At the "Save As" window click "Save"

How to download files on Macintosh

     •Control-click on the link to the file you want to download.
     •From the contextual menu that pops up, click on the choice labeled  "Download Link to Disk" or  "Save Link As..."
     •At the "Save As" window, set "Format" to  Source,then click "Save"

Transfer the wallpaper to your PSP device using an USB cable, proceeding like displayed in PSP Owner's manual.