First of all, i've to say that it's only my second try with photoshop (i gave up the first : second topic about this ) and i worked a lot to arrive at this result . If you don't believe me, just check session zero : one
two
I also looked in groups (french speaking people, ...) and asked help to %trismugistus for blood stains tutorials, ...

Second, i'll explain the meaning of the wallpaper :
If you are following blood +, you've seen the episode when Saya goes on a visit in a museum with classmates and get shocked when she sees pictures of vietnam war in a wall of the museum & the one when they explain that they were obliged to awake saya brutally from his sleep and she went mad, even cutting an harm to hagi ...
Here's the start of my inspiratin for this wallpaper.

Third, i'll give a summary of how i arrived to this result (if you want more explaination just ask) :
For the background, i found a little picture of real wood then i constructed a whole wall, then i used effects, settings, burn tool, ...
For the 4 pictures : I took 4 screenshots with Bsplayer then i downsized them to have a good quaity and i improved their quality (look the them in the first and in the last wallpaper and you'll see the big improvement);
then i put a white background to make them look like pictures then i made effects on the edge of this, then darkened a little.
For the blood i struggled so much, with so many versions (nearly going mad with this) :
playing with different combinations of layers,multiply, drop shadow, inner shadow, outer glow, inner glow, ...
I searched for different sets of brushes ...
I put all this blood to show how brutal is the forced awakening of Saya (she don't even recognize Hagi and cut his harm in this episode).
For the text, i searched fonts & tried different colors.
My user name is in the bottom right in white to be more visible.

I worked more than a week to improve my understanding on how to use photoshop and improve this wallpaper and i'm proud that i improved so much myself; i'll continue working and improving for the next wallpaper.

I want to say thank you to trismugistus, the11342, blu3angl, baldric, Thesquid, neb1236, and all others who commented because every advice helped me a lot.