the same sort of the thing happend to me only it was when i downloaded a game have you checked in applications

Did you remember to download the picture?
If you go into the store menu, there should be an item that says something along the lines of "My Downloads". Select the link, then select the link for the picture. Then select the download link.
Hope this helps.

Hi. I recently purchased a screensaver on my phone's web browser. I have searched through every single option and setting I can see, but the screensaver I bought doesn't seem to appear anywhere, not even in My Content under Screensavers. I double checked and it does say I bought it. Am I just missing something? Or is something wrong with my phone? If anyone knows how to find it and set it as my screensaver please let me know! Thanks.