Isn't this chrissy1980's thread?
Anyhow, just cut/paste as I said before or drag-n-drop it into your pictures folder.
Also, seems confusing...
The original question:
How do I get a picture off my desktop and into a picture file?
Later comment:
IT IS A PICTURE FILE ON MY DESKTOP NOT BACKGROUND PICTURE
This makes the original question seem moot since it's already a picture file.