@altair: How did you change the image of the Slider, You have to use your post to change it. As Catch Kathmandu Free theme only have Featured Post Slider and Featured Category Slider to choose from. See the theme instructions at http://catchthemes.com/theme-instructions/catch-kathmandu/
To remove the background color from Slider textbox, you can add the following css in “Appearance => Theme Options => Custom CSS” box.
#main-slider .entry-container,
#main-slider .entry-container:hover {
background: none transparent;
border: none;
}