Its difficult to say why you have problems with the background color... please take a look at: http://ometer.com/gtk-colors.html (particularly at the section that says:
Why doesn't setting the color work for me?). It's possible that you might need to create a container/eventbox.
Another resourceful place (although for php - but it should be pretty straightforward to implement in perl) - you may need to register to see the entire code: http://www.kksou.com/php-gtk2/articles/set-the-background-color-of-GtkLabel.php
Have fun:-)