Go to the "Media" application on your BlackBerry handset. Pick the "Pictures" icon, and click on it. You will see folders listed that have pictures in them. Open up one of these, and highlight to picrue you want to use for your wallpaper. Then click the menu button. You will be presented with several options including "Set As Home Screen Image". Click on that. The picture you have selected will now show up as your wallpaper.
Please note that if you are using one of the two stock themes that come on the AT&T wireless version of the Bold, this won;t work. They have the homescreen images locked. However, if you are using a different theme (I use the No Carrier Black theme) this feature will be available.
Santa Barbara, California