Ok- here's what you do. Use an editing program (I recommend Gimp), and DDS Converter 2 (google it). Convert the file in your textures folder called Bg2.dds to a jpeg. Then edit the jpeg (drag over the image you want) and convert it back to a .dds. put it in your mods texture folder and you're good to go.
If you're talking about a unique one for each different menu, I don't know, sorry.