yes they do . its called intellectual property and it does belong to the Creator/artist as well as the rights to its distribution. this could be copyright infringement in the sense that the images can be easily extracted/downloaded, while unintentional it is still a form of distribution. we do moderate Screen shots to obscure enough of the walls used as not to easily extract them from the Screen shots. this may apply here as well.. hopefully an Admin will give a better heads up of the sites reg's on this matter.
The images we use and or upload here are of our own or have permission to do so.
Most of what is seen here on WC is not readily extracted for use as it is shown. a SS of a desktop can show a winamp skin in full. But it cant be easily extracted and reused as a winamp skin.. (It would take some work to get the images cut up and coded to a skin.) "Most" users here are not capable of this. while the images shown in this thread are easily copied to HD and used as they stand or resized with little effort.
other images/skins you see on WC are put up by Stardock/artists for viewing/use by the members/visitors thus we are given permission to view/use them personally, not redistribute them..
It's a grey area at times but it's typically safe to error on the side of caution..

I would say resize the images to a degree where they would be not easily used as a wallpaper or add a water mark stating for blog/news purposes across the middle. this would deter folks from grabbing it, without visiting the authors site...
Avatars uploaded here and most else where i believe are uploaded with the intent of the masses using them as such...so they would fall under GPU general public usage. or an implied Permission to use as avatars. Also those who use regular images and resize them as 50x50 avatars, aren't distributing the images in a usable state except as a avatar ( the image would deteriorate upon resizing up to a wallpaper size. so I would see no problem with them.
But like I said an admin would have a more concrete definition of WC standards. ..