Render window color (I want black, not gray)

[Hobo In A Box]

Probably a simple question but I need it badly. And I know it's possible from some screens I saw.

So how do I change the default color of the render window?

 

[Hobo In A Box]

http://i265.photobucket.com/albums/ii217/HoboInABox/problemwithmap3.jpg

like this for example, the space around the stage is gray purgatory, I want it to be a different color.

(it isn't ambient lighting, that only effects the stage, not the outside.)