Nube, I hope you're enjoying your Galaxy S III! Are you trying to save a particular picture to your home screen? If so, you're in luck! There is a widget called Photo Gallery that lets you add a particular picture to your home screen. Just tap and hold your home screen where you want the picture (or go to Apps, the touch Widgets), select Add to Home screen, choose Photo Gallery, then the pic you want to add.
Let me know if you need further assistance or were trying to do something different.