They are just .bmp files in C:\WINDOWS\Web\Wallpaper on XP. You can copy them from there and put them somewhere on your Win 7 hard drive then set any one you want as a desktop background.
Code:
08/04/2004 07:00 AM 63,244 Ascent.jpg
08/04/2004 07:00 AM 66,287 Autumn.jpg
08/04/2004 07:00 AM 61,365 Azul.jpg
03/14/2012 09:55 PM 1,440,054 Bliss.bmp
08/04/2004 07:00 AM 63,655 Crystal.jpg
08/04/2004 07:00 AM 50,511 Follow.jpg
08/04/2004 07:00 AM 62,050 Friend.jpg
08/04/2004 07:00 AM 42,728 Home.jpg
08/04/2004 07:00 AM 77,445 Moon flower.jpg
08/04/2004 07:00 AM 33,780 Peace.jpg
08/04/2004 07:00 AM 86,685 Power.jpg
08/04/2004 07:00 AM 57,925 Purple flower.jpg
08/04/2004 07:00 AM 44,190 Radiance.jpg
08/04/2004 07:00 AM 81,433 Red moon desert.jpg
08/04/2004 07:00 AM 58,589 Ripple.jpg
08/04/2004 07:00 AM 59,600 Stonehenge.jpg
08/04/2004 07:00 AM 73,159 Tulips.jpg
08/04/2004 07:00 AM 63,871 Vortec space.jpg
08/04/2004 07:00 AM 37,246 Wind.jpg
08/04/2004 07:00 AM 56,772 Windows XP.jpg