You need to download either Cyberduck or Fugu to your Macbook. They are both free. Then you have to make sure you have OpenSSH installed on your iPhone. You can then copy the wallpaper to you iphone's /vwr/stash/Themes folderThat is provided you have already downloaded Winterboard, whichis also assuming you have already jailbroken your iPhone.
The search box at the top of the page is a great source of info as is our Guides section found here.
If I've helped you, you can help me by clicking on that Thanks button.
iPhone, the Swiss Army knife of the 21st Century.