I get this, now it may just be my site but what happens to me is
1) I hit the + button to duplicate and add all the details then when I save it, the last background image I've added moves up one place and leaves the one I've just entered blank which then gives the error you are seeing.
2) I then have to go back in to the module and correct the last two entries, ie change the background images to what I want and then the error disappears and it will show the page on the site.
Bit of a convoluted way of doing it but it works, you may need to type the url directly into the background image box as it behaves weirdly sometimes.
