Decide what images you'd like to use, and what you want the tone of your background to be. If you love music, consider using the album covers to all your favorite bands--conversely, if you love nature and the outdoors, a mix of various trees and butterflies might be more your style.
Copy and paste your images into an image-editing program, such as Photoshop. Most programs operate by means of a system of layers--every time you past a new image, it is put on another layer, making moving and overlapping images very easy. You can switch between layers via a window marked "Layers," usually on the right side of the screen.
Rearrange the pictures in any way you wish, in whatever order you find pleasing. Overlapping images with bright colors will create a loud, energetic collage while side-by-side images with softer colors will create a tranquil, orderly scene.
Move your mouse up to the "File" menu at the top left hand, and select "Save as." Save your file as a JPEG (.jpg) to a location you'll be able to find it easily.
Right-click on the file, bringing up the pop-up menu. Most computers will have a "set as desktop" option; if yours does not, you can right-click anywhere on your desktop and click on "Properties." In the window that pops up next, you will find the "desktop" tab. Hit the "browse" button, and you'll be able to select your image.