If you are in the design portion of Menu Writer then you should be able to use the folder icon to select the image you would like for the background. If you are working with PNG's you will need to ensure that you have them flattened first or they will not work. In Fireworks you should have this option available to you when you do a save as.
So long as the image is usable you should be able to select it and have it used as the background image in the menu. Please post back with any other questions that you have.