The paper is sized to fit 1024x768 monitors, currently the largest on the market. For smaller monitors - 800x600 or 640x480 - it'll have to be shrunk down; to find out what kind of monitor you have, go to the "Control Panel" option under "My Computer", then click on "Display". Click the "Settings" tab; a sentence somewhere on the screen should read "--- x --- pixels", with the unknown values being one of the three sets of numbers above.
If you need to shrink the image, you won't find it a difficult task; you simply need an image-editing program (chances are one came with your computer - click the "Find" option under the "Start" menu and search for something with "Image", "Imaging", or even "Photo" in its name) or, in some cases, just the utility that automatically opens .jpg files (if it has a "Resize" command). Select "Resize" from the given program (it should be on one of the top menus), make sure the machine is measuring by "pixels" and not "percent", and type in the approrpiate values for the width (either 800 or 640) and height (either 600 or 480). If all else fails, e-mail me.
Next, the installation - go to the Control Panel's "Display" option; the Background option (and a picture of your current wallpaper) should be automatically displayed. Click "Browse", and go to the folder where you saved the Cat Who... wallpaper. Now, important: see if the file shows up on the list presented to you. If it does (it most likely will if you're using Windows 98), click it, click "OK", and you'll have your Cat Who... wallpaper. If not, you need to convert the image to the .bmp format - which does require an image editing program. Open the wallpaper through the program, then choose the "Save As" option from the File menu. Look at the "Save as type" choice box below the file name; select ".BMP" from you available options. Go back to the Control Panel and install.
Sorry, folks; I know that this sounds like a lot of rigmarole. It's easier in practice than it appears on paper. I'm always here if you get stuck.