Use a File manager like Astro to do it.
STEP 2:Now to WhatsApp>Media
STEP 3:Now Go into desired folders ieWallpaper,WhatsApp Audio,WhatsApp Video,WhatsApp images and WhatsApp voice Notes.
STEP 4:Copy the desired content to sdcard>bstfolder>Documents .
STEP 5:Minimize Bluestacks and go to the My documents folder on your pc.
There you will find all the content that you copied.