I've tried to save this on my iPhone(By trying to hold you finger on the screen, like you would save something on safari) but it woudent work. I eventually found a way to do it. All you do is preview the image by pressing your finger on the screen and taking a screenshot. You hold the home button and the sleep button at the same time and the screen should flash and make a camera sound if the sound is on. The wallpaper settings is in Preferences. Enjoy your new wallpaper! :)