If you want to save your picture, you will need to take a screenshot. If you are using a Mac, click here for instructions. If you are using Windows, click here. If you're using something else, you probably already know how to do it.
You can find more fun generators at the following sites, which have graciously linked to the X&Y Album Art Generator:
The Coldplay X&Y Album Art Generator is hosted on Home of the Wysz.