I found this picture of someone's desktop. How do they add all that stuff to a picture and have the picture on their? Is it like a program or a download or is it just fake?

samurize (http://www.samurize.com/modules/news/) is a good place to start.
Prepare to spend a lot of time reading if you want good results on your own... or just uses others work.

Lifehacker (http://lifehacker.com/5715752/most-popular-featured-desktops-of-2010) recently had an article on top desktops that would prove insightful for you I bet.

Maybe even try the Alien Ware website? My boyfriend gets a lot of backgrounds off there. You don't have to have a computer from them either, he has a Vaio..