"He or she who decides to take that plunge into the Antarctic winter [...] is a special sort of person. Not 'special' in the sense of unique, talented, or adventurous, but 'special' in the sense that there is probably something wrong with them that only an Antarctic winter can fix." — From bigdeadplace.com.
Here's the procedure for Internet Explorer 4.0 and Netscape Navigator 4.0:
If you don't know what your monitor resolution is, go check your options in [Settings][Control Panel][Display][Monitor]. All the pictures are in 16 million colors and should show well on 65536 colors monitors. But if you don't have anything better than 256 colors, make sure you enable the dithering option set beforehand in your browser options.
Chose an image and click on the link of the desired resolution.
Wait for the image to finish loading and right click on the image.
On the popup menu, chose [Set as Wallpaper].
It's done. Change them often and don't spend all your time on your computer, go climb a rock...
If your browser does not have the "Set as Wallpaper" option, with Windows you can:
[Save As] the image to your Windows folder. Important: in the "Save As" popup, you must set the [Save as type] to "Bitmap (*.bmp)".
Go in [Settings][Control Panel][Display][Background] and select the image (the name you just saved) in the Wallpaper list.