This page will tell you how to get the url of a background, image and midi. There are also some links to different sites for you to find some.
Images and backgrounds- Click on the image or background you want, hit "goto" on your keyboard, and choose "show last". The url will show up in the text area. A url will look something like this: http://www.geocities.com/Heartland/Garden/2602/bgs/heartbg.gif Midis - While you are listening to the midi, hit "goto" on your keyboard, choose "show last" and the url will show up in the text area.
Here are some great sites, to find some backgrounds, images and midis.