It’s a combination of things.
First the left column and main content areas get the background form the content-bg.gif in the template images folder.
Then the bottom of the module has an image left-module-bg.gif also in the template images folder.
The far left and right edges of the template use a repeating image of your header image. So make sure the outer edges of your header are solid colors or you will see some interesting effects running down the page on the far left and right. Unless of course you like interesting effects! LOL
Hope this helps.
EDIT: I assume you are referring to the menu in the left column of the page. If not post back and I will see if I can help.