Do you mean import .jpg images to use wallpapers? If so you have to use your browser. Use a program like Adobe Photoshop to resize the images you want to use then upload those images to the web. Once that is complete point your browser to that site or email the link to yourself then click the trackwheel and save the image. There are many applications available at www.handago.com
many of them have free trials. Also check out the 3rd party app forum here. You'll find lots of info there on the apps available.