Most menu's can be modified. Right Click and select modify. This is the official way to change menu elements and replace background images.
If you want to change the original image files, then there is the work around by accessing and changing the menu sources files directly
Menu files can be found on disk, try:
c:\Program Files (x86)\CyberLink\templates\........
depending on the version and available content packs you will find a number of menu's in the folders stored.
downloaded menu files might be found in:
c:\Users\Public\Cyberlink\Downloaded Menus
Background image files are often *.png files
I would suggest that before you play around and change files to make a backup copy of the menu folder structure or copy the folder structure with a new name, so that you still can access/use the original menu.
Success
Warry