Go download gimp, an opensource photo editing software.

Depending on the resolution of your screen, you can open a new file based on its pixels. For eg 1024 x 768.

Then import the pictures you want (just drag over from file explorer), adjust the sizes according to the preference into a single file.

Once you are done, export the file to .jpg picture file. You can learn on how to use gimp like a professional from google.

The effects like The Matrix background only takes less than 10mins with the tutorials. Unker also last time learn to use from the web.

HTH

http://www.google.com/#q=gimp+the+matrix+backgound