See the link on the screenshot titled "Open backgrounds folder"? Click that.
By default you will have three folders there. Tabs, Tiles, and Zoomers.
Now. Take one of Webgizmo's backgrounds for example. He is very meticulous the way he packages the zip files. He clearly labels the folders of the zip by type (skinnameTab1, etc or skinnameZ1, etc)
Extract the folder to the appropriate Tabs, Tile or Zoomer folder.
So.. lets say you downloaded Canvas package. LINK and extracted it properly...
Your Tabs folder would have several folders called CanvasTab1R, CanvasTab1S etc..
Your Zoomers folder would also have variations of the CanvasZ1R, CanvasZ1S etc..
You should then be able to see them listed when choosing a background!
Using this method will keep things tidy for you in the long run.