If you are talking about explorer background open SKS and go to Explorer and IE click the Backgrounds -> Explorer Backgrounds .
End of Destrohelix's quote
Not sure what version you are using but that may be correct in an older version.
If you are using a newer version open your windowblind in skinstudio (SKS) Just go down to Backgrounds and change the color of the graphics there. This will show when you have an Explorer window open. NOTE: if this is what you want to change and already have a Explorer window open you may have to close it and open it again to see the change.
If you are talking about the Window background that shows in many windows do this in SKS. Click on Change Skin Colors. On the top drop down menu click on "show me the skin defined system colors" Look for "window background" highlight it and on the right side click "change color" After you are done you have to click Apply. You will see the color change on the preview window to the right.
NOTE: When making any of these changes make sure you change it to a color where you can still read the text. Changing text colors is another story.