There are apps that provide you with a vast array of wallpapers that you can save to your pictures or you can simply take a screen shot of an image you like straight from the iPod screen by pressing both the power button and the home button at the same time and releasing quickly (a quick click). Then once that is done you got to settings, wallpaper and select and resize and image you wish.
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When you are looking at the picture in Safari press and hold it then click save image. It is now in you saved photos/camera roll gallery in the photos app.