Custom Background

The instructions to Catch Everest (free version) says that I can upload custom image at Appearance > Background. However, in the Appearance menu there's no option for Background. All I have in the Apperance menu are: Themes, Widgets, Menus, Theme Options, Headers, Editor. So, I went to Theme Options and under Background, when I click to edit, I get the message that I don't sufficient permission to change this. How do I add my own Background image, please? Thanks.