This is a tutorial for taking a snapshot of your Desktop and pasting it into Photoshop.
I have used Photoshop CS 2
Step 2 : Open a 640 x 400 document shown above.

Step 3 : Minimise Photoshop. After minimising Photoshop your Desktop is visible. Press CTRL+PRINT SCREEN. Maximise/Restore Photoshop. Click Edit>Paste. And your Desktop's image will be pasted on the New Layer. This is how my Desktop looks.

Step 4 : I have opened an image of Pamela Anderson here. Let's see what can be done with it.

Step 5 : Go to Filter>Extract

Step 6 : After the Extract dialogue box open click the Highlighter Tool shown.

Step 7 : Use the Highlighter Tool to trace the image of the image as above. Take particular care with the hair. Then use the Fill Tool.

Step 7A : The Fill Tool is shown.

Step 7A : The Fill Tool is shown.

Step 8 : This is how the image looks after extraction.

Step 9 Now drag Pamela's image to the Desktop.

Step 10 : Now Pamela's on my Desktop.

Step 11 : Now to add a Drop Shadow. Go to Layer>Layer Style>Drop Shadow.

Step 12 : Drag the Distance and Size sliders a bit.

Pamela sitting on my Destop. She could be on yours too. Just try it out. It's not difficult.