change backdrop/burn dvd

i have a macbook 10.4.. how do you change your backdrop to a picture you download? I would like a better backdrop then the ones the system allows you choose from.. I have had someone change it before but I cannot remember how to do it... thanks all... I am still learning... does anyone know how to burn a movie off the laptop? maybe what programs you need or can download and specifically how to do this?? thanks everyone
Bryan

 > System Preferences > Desktop and Screen Saver

Select the desktop button, you will see your current desktop in a preview screen. Drag your new file over that to change your desktop picture