It is much easier to edit the config directly in this case.
1. connect your player to the computer (in the original firmware, obviously)
2. open the file .rockbox\config.cfg on your player with a text editor. You might need a text editor that understands unix-style line endings, e.g. notepad2.
2. find the backlight setting in the file and change it to 'on'
3. close, disconnect and reboot.