All you need to do is save the large version of this photo, then put it on a USB memory stick. Pop it into your Xbox 360, and sign in with your profile. Once you sign in, go to the Media Blade, then to Pictures. Go to Portable Device (this is your USB memory stick) scroll to find the photo (you'll see a thumbnail) and when you have the photo highlighted, press X. That will make the photo your background on all blades as seen below. (You can not make a different image for each blade, only developers can do that with themes.)

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Halo Wars RTS - The Only HW Chapter in Bungie