Create new image with dimensions matching your desktop.
Open first image, do Select All, then Edit, Copy.
Set focus to desktop image, do Edit, Paste.
Repeat for remaining 3 images.
Each image will be a new layer in your wallpaper image.
Select each layer and move to desired location (can right click on each one to select, or select from layers palette).
Should resize images to 1/4 desktop prior to pasting to final image.
Also do Flatten image from Layers menu at the end.
I don't have PhotoShop infront of me, so this is from memory.