Now simply create such shape, filling entire document. Rasterize layer, then go to Edit menu -> Define Brush Preset. After that, close this document.

In our original document, make new layer. Open Brush settings (Window menu - brushes). Click Brush Tip Shape, choose the brush you just made, set Size to 40-60px and Spacing to 1000%. Then click Shape Dynamics, set Size Jitter to 99% and Minimu diameter to about 15%.

Now it is very easy to put sparks here and there! You can also add Outer Glow layer effect.

Here is how all our layers look together.

next step: Select all, copy merged (Ctrl-Shift-E) and paste into new layer (Ctrl-V). Then, set this new layer blend mode to Multiply and opacity to 50-60%

Then again, select all, copy merged and paste. Then, apply Gaussian Blur filter with 5-10px radius.

Now set this layer opacity to 20-25%. Almost done!
The final touch is dark edges, made by very large black brush (in new layer with Color Burn blend mode).

Siberian Winter wallpaper (view wallpaper).