Secondly, I make the site address an integral part of the wallpaper design because I think it's cool. I'm a trained graphic designer and besides looking good, these wallpapers help to spread the word about my site. Being just a small personal site, I don't have an advertising budget, so putting the site's address on a lot of cool desktop wallpapers is a cool free way to help my traffic levels.
I like the name of the site and think it looks cool on stuff anyway. Plus it lets people know where they can get a lot more cool Movie and TV wallpapers. Nobody says you have to use them, and it's not too hard to make your own. Just make a screengrab using your DVD player software [I use PowerDVD], and fix it up a bit with an image editor [I use Photoshop]. There ya go, instant desktop wallpaper!
So thanks for the input man, but I won't be changing how I put my wallpapers together anytime soon. But like I said, the newer ones integrate the address a bit better than older ones. Check out my gallery for The Sarah Connor Chronicles as an example.