Windows 7 Saved a background image from the net, whats the file name?

I was surfing the web and found a cool picture for my desktop background, so I right clicked, set as background, no problem... But now I want to find the picture on my computer so I can save it, but don't know which name it's saved under or where it's at on my computer? Thanks..

This website is not affiliated, owned, or endorsed by Microsoft Corporation. It is a member of the Microsoft Partner Program.