I found a TUT on lasyk but... I don't understand clearly the TUT... Can anyone explain it for me?
Here is the TUT
http://myforum.lasyk.net/showthread.php?t=38181

That tutorial teaches you how to MAKE a shake wallpaper, but you need to have knowledge in Adobe Flash to make one like that.

You need to know ActionScript as well, probably 2.0.

I mean how to put it in my phone...
Do I have to use any patch or program?

You got to make the flash wallpaper first, then use it like any normal wallpaper.