Right-click the picture in the e-mail and choose the option to Save As, enter the location of your choice, and click OK. Browse to the location where you saved the photo and right-click it...you should now be presented with the option to use it as your background. It may take a second to be applied, but it should be that easy.
Hope this helps,
Help! A friend sent me a email with some pictures (not as attachments), and I would like to use one as my wallpaper. How would I transfer one of the pics, rather than the whole email, as has been the case. Obviously,I'm not too comp lit, so I would appreciate your help. Happy Holidays to all. J.