Re: To save Wallpapers isn't possible!

When it asks whether allowing access to pictures, select YES.
If you are using iOS6, go to settings->Privacy->Photos->Wallpapers, make sure it's turned on for Wallpapers. Then you should be able to download and save.
If you are using iOS6, go to settings->Privacy->Photos->Wallpapers, make sure it's turned on for Wallpapers. Then you should be able to download and save.