Here is the solutions for your problem.For example the wallpaper download the wallpaper on screensaver:
Download the wallpaper .zip file to your computer.
Extract the .jpg file from the .zip and open it in Microsoft Windows Picture and Fax Viewer.
Right-click on the image and choose "Set as Desktop Background".
Your new wallpaper should appear as your desktop background.
Next step is you have to follow the steps:
You can then sync the iPhone with photos in iPhoto 4.0.3 or later on a Mac, or Photoshop Album 2.0 or later or Photoshop Elements 3.0 or later on a PC. Or you can sync with any folder on your computer that contains images. Connect the iPhone to your computer and do the following:
Launch iTunes then click the Photos tab and select Sync photos from:
From the pop-up menu, do one of the following:
If your using a Mac, choose iPhoto or your Pictures folder.
If youre using a PC, choose Photoshop Album, Photoshop Elements, or your My Pictures folder.
Choose Folder, then choose any folder on your computer that has images.
Choose All photos, or choose Selected folders or Selected albums and choose the folders or albums you want to sync.
Finally on your iPhone:
Goto the Photos section of your camera. Browse through the albums or camera roll until you find the picture you wish to use.
Select the picture so it is displayed full screen.
Tap the icon in the lower left corner of the screen. If you don't see the icon, single tap the picture to display the menus
Here you can select if you want to email the picture, save the picture as a wallpaper, or assign to a contact.
If you want to assign to a contact, press that button. The contact list will open and you can select the contact you wish to link to the picture.
Select Done to complete the process.
I hope ,It will solve your problem
