First of all, I got the wallpaper from Wallbase. They have thousands of cool wallpapers over there, make sure it's in the correct resolution. Mine was in fact 1980x1080, and my monitor resolution is 1280x1024. I changed it from strech to center.
The dock is called ObjectDock. It's a free program that emulates the Mac OS X dock. It works rather well.
The modules on the desktop are from a program called Rainmeter, also free. I used the skin Gnometer.
And the contacts on the desktop is for MSN- you need MSN Plus!, yet another free program.
I can help more if you need it.