Also, in the osu! editor open each difficulty's .osu file and check the following:
[code]
[Events]
//Background and Video events
0,0,"Malphite.jpg"
[code]
Where it says Malphite.jpg, that is my background image, so the image in the folder must be named that. As abalee said, rename your background picture to BG.jpg.
THEN open each difficulty like above and change the picture to BG.jpg