Connect your mobile device to your computer using Microsoft ActiveSync. Once it is connected, double-click on the green circle on your task bar to open the Active Sync windows. If the circle is gray, then it means that your device is not properly connected).
Click on the Explore icon in the ActiveSync windows.
Here you can see the files and folders on your device. Copy your chosen wallpaper image file to you’re My Documents folder. The file format must be .gif, .jpg, or .bmp. You can also copy the file to a storage card.
Using the File Manager on your mobile device, locate and click the image file to open.
Click the ‘Menu’ button and select ‘Use as Home Screen’.
Select the display area using the joystick or stylus and click the ‘Next’ button.
Adjust the amount of transparency using the joystick or stylus and click the ‘Finish’ button to return to the Home screen.