Re: Backgrounds
I expect there will be eventually, but for now the answer is to connect the phone to your computer. You can browse to Camera Roll, make sure the handset is unlocked and operational, then drop the graphics in there.
There's an annoying issue at the moment that the real 'desktop' is larger than your screen resolution, so your graphic will be stretched to fit and it is likely to appear a little larger than you expect. Perhaps they're bringing back the parallax snap later, and that's why it's using the extra gutter.