The easiest way to create this effect, is rather than setting the image to be the background image, just drag it onto your page the same as you do with any other image. Right-click the image and select "Order -> Send to Back" to move the image behind all the other items on your page.
There is another way to do it, with a small amount of custom scripting, but this will only work in newer web browsers (Internet Explorer 5, Netscape 6), and requires WebEasy Professional:
1) Add a background image to your page.
2) Go to the "Tools" menu and select "Custom Script Assistant".
3) Select the "Body Events" button.
4) Enter the following code in the "Contents" box:
5) Click OK.