windows desktop is an active folder and loads in RAM .
In the past large jpg files could cause instability and/or slow the computer . Today even a large image is relatively small compared to the amount of RAM in most computers and it will have only a tiny affect on speed , if any .
And if it really bothers you then by all means reduce the image resolution using any of the
4,876,321 free image manipulating programs that are available [ my fav is www.irfanview.com ] to the same as the monitors resolution . There will be no loss of image quality and you will have a couple of mb more RAM available for everything else