You will need to change the background colour of the tables used in the menu system. At 1024 x 768 resolution it looks like you will either have to resize your header menu, or resize the menu column widths.
Use Webmaster mode to find the .tpl files you need to alter in the menus.
If you are using DreamWeaver or another WYSIWYG editor, it should be easy to set the table background properties to the colour you desire. Or you could code it by hand.
Notice the orange background on the menu titles? You would need similar code to change the menu backgrounds to match. To get the very outside edges, edit Customer/home.tpl.