You have a few options:
-If you have a way to access your phone from a laptop (iPhonebrowser, iFunBox, etc) or via iFile, just go to /Library/Themes/(whatever the theme is called) and find the wallpaper. Copy it and save it to your Photo Library, then set it as your wallpaper.
-If you're not comfortable doing that, try a Google search for "(whatever the theme is called) wallpaper" to see if you can find a copy of the image online. Then save it to your Library and set it as your wallpaper.