Does anyone read a post before replying? really Chillin is the only person who actually knew what the heck he was talking about.. daphne even scolded you to RTFM..... hahahah... Bad BB moderator
I digress sorry
Now when you say menu the first thing I think of is the context menu that you get in applications when you hit the BlackBerry button. But from reading what you asked I don't think thats what you mean. I believe you are talking about the Application List with all the icons that you get to from the Home Screen after hitting the BlackBerry button.. I'm assuming so....
It does all depend on your theme you have applied. I have ones that create a standard black or faux leather background for the applications list that is faded behind all my icons. When I go to the home screen it will be the wallpaper I selected or the one the theme set. Other themes take the home screen wallpaper and use it for the wallpaper of the application list screen.
Try looking for a theme called MyU link ->
Blackberry 9000 Bold Theme : myU
The download link is at the very bottom of the page hard to find and you will need to install with desktop manager. But this allows me to keep my set wallpaper for both screens both the Home Screen and the Application List. also gives you a ton of icons on the home screen which is nice but still shows your wallpaper.
As for setting home screen to one and the applications list to another that is not possible natively is the OS and might require a 3rd party application.