Well I'm totally new in pcbsd, I believe i have the same version as yours which is 8, now what i did is the following:
1)either press alt + d or right click with the mouse over your wallpaper and then click over "Folder View Setting"
2) there you will see a wallpaper setting and in type select "image" otherwise if you leave it as a "slideshow" it will show you the wallpapers from pcbsd and i have not figured it out how to select all the pictures that i have downloaded and as a "slidewhow"
I hope i have done a good job and that you will understand how to do it