Step 1: Print Screen
First, close (not minimize, close) all of the windows you currently have open. Press the print screen button. If you don't know where it is, look at the picture. It should be around the area to the upper left of the keypad.
Step 2: Post to Paint
Step 3: Open a Window and Take a Picture
Step 4: Copy from One to the Other
The reason I do it this was is so that the final product doesn't have a bar at the bottom indicating a program is running. This can sometimes ruin the prank when the current bar covers up the fake one.
Now click file, save as, then choose pictures, then name it "desktop". Click save.