To change it we need to go,
- Main Menu
- Phone Setup
- Display Characteristics
- Option 1, Wallpaper
You've got two option now, either you choose one of the system wallpapers with the option 1 or you select the option 2 ("User Define") and enter the Memory Card.
In the folder "Images" there are some pre-charged images that come with the phone and we can upload our own to this folder to use the ones we like.
The size in this case should be 240x320