Users have already started to change the look of the new Windows Media Center in Windows 7. Australian Media Center Community member Astrotoy7 created a sharp looking black theme for Media Center.
To install the black theme you will need to download a replacement resource file that contains the the new bitmaps.
Download the new resource DLL for your version of Windows 7:
Download 32-bit version and 64-bit version
Next, take ownership of c:\windows\ehome\ehres.dll and rename the ehres.dll to ehres_old.dll so you have a backup to revert the change if needed.
Then just copy the downloaded ehres.dll file to c:\windows\ehome\ and start up Media Center.
Click here to visit the Australian Media Center Community for more information.
Those clouds are from a movie that is playing in the background I believe. If you play a movie and then hit the back button until you get to the main menu, you will see the movie playing in the background, blurred in with the standard background.