can I set a background color to display only if my image doesn't load (transparency)

[nhaskins]

Hi. For the site I'm working on I want to have a transparent drop down menu, so I set a transparent image as background. I've heard that you should always have a background color as well, in case the image doesn't load. Of course if I have a backgound color then I won't be able to see through to what's behind. Is there any workaround for this? I think my sites looking pretty sharp now but I can see it would be real nasty if an image didn't load. On the other hand am I just being paranoid, what would you do?
site is http://oasisoflove.ca/index2.php
thanks