That 'background' is called a Scene. And it doesn't have much todo with skins in Mesenger Plus! Live. Scenes are part of Windows Live Messenger itself and colorize the background of the so called Me-area and/or apply an overal color-scheme.
Those Scenes are _always_ streched because the width and height of the Me-area is never constant; it is different for everybody. Even in your own Messenger, you can change the width of the contact list. The Scene must adopt to that and it does it by stretching.
Uninstall Messenger Plus! (and thus the skin) and you'll see that you would still be able to set a Scene and that its stretching behaviour is still exactly the same, because that is what it is suppose to be doing.