should be the same as other androids?
i assume if you're in your browser you can long press and save image.. otherwise i'd just save to the sd card from your pc
If you're trying to download a wallpaper ONTO your Droid from the internet, LONG PRESS (hold down for a couple of seconds) on the picture and choose to 'Save image'.
Then, LONG PRESS on your homescreen, select wallpapers, select gallery, select that picture.
The picture will pop up with a little orange box on it. Use that to crop the picture for use as a wallpaper and apply it! That's about it! Let us know if you need anything else!