In the levels folder, there is a file called "Intro.int" it is in the same format as .lvl, so you can just rename any one you want to Intro.int to use it as the new background. (you can also rename Intro.int to Intro.lvl so you can access it like normal)
the file should be located at "C:/Program Files/Armadillo Run/Levels/" if you used the default install path like a n00b.
Kupos: Did you notice that your box attached to the rocket breaks when the level starts?