Download instructions
1. Place your mouse cursor over the image
2. Right-click and select Save Picture As...
3. Choose a folder to save the image in, and click Save

To use your new background
1. In the main MSN Messenger window (or in a conversation window), click on the Tools menu, and then click Create Backgrounds...
2. Click Browse, select the background image you just saved, and then click Open
3. Click OK to start using your new background (Tip: To set a background to appear every time you start a conversation, click Set Default, and then click OK.)