well most people buy wallpaper and then use a solution of sticky paste to apply it to their walls. cost varies upon the type of wallpaper you buy and how big the room is. consult your local home depot or builder's square for details.
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no one sleeps yet, let's keep it going until the morning.
Programs are simply different digital mediums one can dabble with. Last time I visited the Met in NYC there was a critically acclaimed exhibit that featured a homeless person's artwork made from garbage. My point is, as long as you capture something and render it into a digital picture format, preferably 1600 x 1200 resolution, you have a wall. Whether that something comes from mediums such as a digital camera, scanner, programs such as MS Paint and photoshop etc., is up to you!
anticrombie you can start off with some low cost shareware programs such as ulead photoimpact found at www.ulead.com and paintshop pro found at www.jasc.com
I recommend Paint Shop Pro myself. I'm only a casual artist, not a professional, so otherwise I would go with Photoshop. All my 3D work is done in 3D Studio Max 5, which is pretty expensive and doesn't have a shareware or demo version that I know of. If you're a student, you can probably get an educational discount. If you want or need a free 3D program, Maya is pretty good and recently came out with a free version.