First step, you need to save the picture you want to use on your computer.
When the picture is showing on your screen:
1. Right click on it with your mouse.
2. Go down to "save picture as"
3. Left click on "save picture as"
It should open a window with a file to save your picture into, normally this file should be already named "my pictures". Leave the name of the picture as it is, just click on the save button.
Let me know if it works, then we'll go to the next step.