Backgrounds often include a bunch of 3D models, so it's a bit more complicated than just replacing a single image. That said, the above post is right. BrawlBox is the program that lets you replace image/model/song/character/stage/etc. files, and the user interface is friendly+intuitive enough for beginners to teach themselves about what each file does.
You'll need to learn a few quick things first though. Even if it's not what you want to change, look up tutorials on how to replace PM character/stage portraits via BrawlBox (not the "Brawl Character/Stage/Song Managers"). They should be just a few steps-long, straightforward, and enough to cover the basics.