Assuming you are on Windows:
Once you have your desktop the way you like it (you might want to minimize KingsFans and other programs so we can see the background), hit the Print Screen button, usually near the top right hand corner of the keyboard. Nothing will happen, but that's ok.
Open up Paint and hit Ctrl-V to paste. It should paste an image of your desktop. Then go to File->Save As... and save the file as a JPEG (you'll have to change the Save As type). Remember where you saved the file on your computer.
Go to
http://www.imageshack.us or any other site that will host the image. Click the Browse button and find the JPEG file you just saved. Then click Host it!
On the next page that appears, there will be a list of tags for thumbnails. Copy the one next to "Thumbnail for forums (1)". Then paste it here in a post and you're done!