You can't change it in Holiday Lights directly, but there is a trick that you can use to get the same effect.

Use a paint program to create a bitmap picture (.BMP file) that's the same size as your screen, then color that picture any color you want.

You can then use the picture as your Holiday Lights screen saver background picture. Open the Holiday Lights Settings window, click "Screen Saver", then click "Browse" to choose the picture.

Your Holiday Lights screen saver will now show a colored background!