In the menu of the phone there's no option to find to open the memory card.
Music Player will play music files put in the Music directory, and Apps will install from the Applications directory, and sure, you can pick ringtones from a dir,
but... You can't choose a wallpaper from your memory card.
Is there any way to do this with a java app? So you can explore the memory card at your phone, and set a pic as wallpaper or screensaver?