Of course, this uses resources and may slow your computer.  You can always remove a wallpaper.

While browsing you can right click on a picture, and set as Wallpaper.
Some sites do not allow this, my sites do.

You will lose this file, if you change it.  

Or...
In Windows Explorer--File--New--Folder add one called walls.
Then when you are browsing, right click, Save picture As, Save in walls (you might have to use the small arrow to the right of the default directory to get to the walls directory 
Aol might force an .art file-change this to bmp with the small arrow next to the filename.

You can open the Display Properties dialog box by clicking Start, pointing to Settings, clicking Control Panel, and then double-clicking Display and click background. NONE is the very top choice and removes any wallpaper. You can use most graphic files, such as bitmaps (.bmp), GIFs (.gif), and JPEG (.jpeg) images, as . To cover your entire screen with a small wallpaper image, click Tile. To center a wallpaper image, click Center. You can use patterns and wallpaper simultaneously. However, if Tile is selected, you cannot see the pattern. By default, only a limited set of wallpapers is installed during Windows Setup. You will have to- Browse to walls to use your saved images.

http://wapers.com  Has set up pictures designed for your screen. You can also create a webpage of wallpaper themes to use and make a shortcut to it on your desktop, A webpage of links is great, too. This is the same thing as adding favorites, except in this format you can use it anywhere, anytime, on any computer, running any ISP.

I have created Lotusflo.html for just this purpose. But that is another how-to. 
Will link to this when that is done.