Well here is where the background is, but none of the files in "menus" specify that file by name, so it must be built into the game elsewhere...I recomment that you just rename that image as a backup, and make your own to replace it, its a menu item, not an actual ingame image that affects play, so it should be perfectly fine to edit it. (and not be considered cheating at all)
Read into all those menu items, the images they refer to are in the same folder in the screenshot, they are .tga's.