First you need a picture or background on your PS3 that you want to use. You can go to your browser, google a pic you would like, press triangle on a picture you want to save, go to file, save image. And there you go. Or you can do what I did, make something on your laptop or PC, save it on a thumb drive, and just insert the thumb drive into your PS3 USB and copy it onto the HDD. If you have it on your thumb drive it's easy to share it here.
Anyway, once you've got your pic, select it in the photo section then press triangle, select "set as wallpaper" then just position it and you're good to go.
I don't have a 360, so if you want to change your theme, background or whatever for xbox I guess look it up yourself, lol.