Hello,

Generally speaking, you can do that by defining background-color for CSS classes made of CSS prefix from your CMS Menu webpart and 'CMSMenu<something>'. For instance, in case of CMS Menu in our Corporate Site you can change those properties in following classes:

SubMenu Item:

.horizontalsubCMSMenu tr
{
	background-color: gray;
}

Hover effect:

.horizontalsubCMSMenuHighlightedMenuItem, .horizontalsubCMSMenuHighlightedMenuItemMouseOver, 
.horizontalsubCMSMenuHighlightedMenuItemMouseDown, .horizontalsubCMSMenuItemMouseOver
{
	background-color: blue;
} 

Best regards
Ondrej Vasil