When you receive your email with the images you purchased, you will see a paper clip or attachment on your message with the images listed. 

1.  Right click on the image name of the first file to detach.

2.  Select "Save file as"

3.  A dialogue box opens:

Click on the My Pictures folder to open My Pictures

From here click on the New Folder icon on the upper right area of the dialogue box (see below):

In the new box that opens, type in Desktops for the folder name then select OK.

This creates the folder to store your desktop images in and will make it easy to find and exchange them:

After you click OK, an empty folder box opens and you simply save the file. 

Now go back to your email and right click on the next file name and select "Save As".  The box should immediately open to your "Desktops" folder where you want the images to go.  Repeat for all images you want to save.  Also, save the email as a backup in case you lose your images somehow.

If moving the images from a CD in your CD or DVD drive, open by double clicking the CD drive from your My Computer icon on the main desktop.   You will see the listing of image files.  Select all the files by clicking the first file name, then hold down the "Shift" key and select the last file name on the list.  All of the names should be highlighted.  Right click on the group and select "Copy".   Paste them into your Desktops folder under your My Pictures folder (create one if not there as described above).   You're done!