Hi!
If you use the settings in “hover”‘ mode, then you can change the backgound on the Theme Options -> Settings icon & Dropdown panel: http://i.imgur.com/HTEO4Aw.png
In “block” mode the background is inherited (usually transparent), but you can use a custom CSS to force give it a color, for example:
[html].searchsettings {
background: #000 !important;
}[/html]