If you are using a PC or Laptop with bluetooth, you can actually transfer it. Or use the sync of your mobile phone.
Find the image of the wallpaper you use for your computer and sync that to your phone. Usually images are found in:
://username>pictures/
Open your user folder, then look for the "Pictures" folder. Look for the image there, then sync it.
Find the image of the wallpaper you use for your computer and sync that to your phone. Usually images are found in:
://username>pictures/
Open your user folder, then look for the "Pictures" folder. Look for the image there, then sync it.