In Mint 6 main edition, to set an image as a desktop background click "Save Image AS..." and save to where ever you want to keep it (usually in /home/pictures. Just click to open the location menu in the save dialog and select the Pictures folder).
Once you have the image saved, go to Menu=>Preferences=>Appearance and click the Background tab. Leave the Background folder open and open your home folder then open Pictures. Drag the image you want from Pictures to Background. The image will immediately appear on your desktop.
I'm assuming you have Mint 6 main edition since you say there is no option to "Save as Background". In the XFCE version this option is active. I have no experience with KDE or Fluxbox so I can't say how they do it.
Registered Linux User 483387