Change background color when linking to an image

The background color on pages when you're viewing an image directly is controlled at the browser level, not the design level. Just check your browser preferences and you'll find it.

Another option you have is to use JavaScript to view the image on the current page. See any of the LightBox clones for examples as to how this works. Likely you've already seen it in action on other sites.

The link you provided seems broken.

That one works. As a said before, it's a browser setting. I changed Firefox's background color and that white went black. That area is showing just an image, not an HTML page, which can have its colors modified.

The page would need to be redesigned so it's not using those frames. JavaScript would be a decent choice here. You could also try using an iframe, which has a little more control, but I don't really recommend that.

Edit:
Here's a JavaScript powered gallery that has a similar look and feel to your current page.

Edit2:
Actually, there just may be a way. From this page, there's a discussion covering ways to do it in Firefox and IE, though I've never tested these. On your frame tag for the image add the following two attributes.
The second attribute isn't standard though, so it won't validate, and I'm not sure how other browsers will handle these.