I don’t know how to get the fast way (right mouse click on a pic and select for background) back, but I can explain the slow way.

First you save the photo you want to use on your computer. Just use the right mouseclick as usual.

Then go to “my computer” and open the folder “configuration”. You will get several icons with which you can change the computers configuration.
Double click on “desktop/monitor” (I am translating from my Dutch system so the name may be slightly different!). A new screen will come up with tabs on the top.
Choose for the tab “background”. Here you can select the picture you just saved!