I only see that : Open the inspector window then do the bgcolor you want, select it by ctrl-c, and then select the various objects in max, then select the color in the inspetor window, and then ctrl-v.
maybe try one of the included color schemes instead? one of them might suit. these change the default colors (though not in Object Defaults)... they change objects whose colors are currently still at default settings. It's the little button at lower left.