Thanks guys! I appreciate it!

You will need a data cable or if your phone supports WAP you could build a WAP site (tagtag.com is a free site where you can upload wallpapers) then browse the address of your wallpaper with your phone to save it...
I think there are other free WAP sites, use google.com to search for free WAP...
Your phone company will probably still charge you to browse to the WAP site tho....
Some phones have wireless ports so you can send wallpapers to your phone that way - my new phone has that but I haven't checked out how to use it yet, I'm still using my old phone

If you've got Mobile Web, you can probably just upload the picture somewhere (such as here) and go to where the pic is being hosted on your phone.

If not, you'll need a data cable and software. Do a search here for "data cable."

Ok, lets say I make a wallpaper for my phone with Adobe Photoshop. How do I get it to my phone and what do I need to get it there???? In case it matters, my phone's a Kyocera K4130.

Thanks A Lot!