For BG4all on Mighty Rom Impact, or any rom with 2.5.2012, go
HERE!
For stock rom, with Sense 2.1, try
THIS BG4all.
Please, also know that you either use a BG4all cab, or you use HDwalls to accomplish background on all tabs.
You do not use them both at the same time.
For START menu wallpaper, just disable HTC Sense and change your Windows Mobile default background , it will change the Strat menu background as well.
Then just turn HTC Sense back on.
All of this has been discussed before and I am sure a little searching and reading would have yielded these answers for you too.