Open your .cfg file as a text file. make sure where it says backdrops the bakdrop file is  in the right area E.I. /.rockbox/backdrops/"example".bmp .
So all together it should look like this:
wps: /.rockbox/wps/"example1".wps
backdrop: /.rockbox/backdrops/"example2".bmp
font: /.rockbox/fonts/"example3.fnt
foreground color: FFFFFF
background color: 000000.
Example1 is the wps name
Example2 is the backdrop name
Example3 is the font name
Sorry if I was no help. I cant really think of other things with my iPod left at school

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EDIT: oh, and don't forget to save it again as "file name".cfg