Like if you would want to change it to one you didn't have?"

You can change the Party Room background by modifying the following line of code (find it with Ctrl+F):

so.addVariable( "level_swf", "http%3a%2f%2fcdn.weeworld.com%2fchatinroom%2flevels%2fchat_park.swf" );

The red portion of the code can be swapped out whatever background URL you want to use (you can even use external SWFs that aren't hosted on WeeWorld).

The catch is that this change will only be visible on your side, and it is not visible to other users in your Party Room. It is not possible to make these changes persist.