Your slideshow needs to be on Track 2. If it is not, you can simply click on the first slide, hold down Shift and click on the last; the entire show should then be highlighted. Release Shift, grab the first slide (you will actually be grabbing them all) and drag it down to Track 2, or even lower if you wish.
Insert your chosen background(s) at the appropriate points on the timeline on Track 1.
Now, when you play your slideshow, the chosen background will be shown "outside" the visible area of each slide.