This combination of backgrounds is called e-mail stationery. Many people have created their own stationery and made it available for download. Microsoft has some extra stationery samples of their own. However you get the extra stationery, it is simple to install. This exact location may vary on your computer.
Most modern ones are able but occasionally the message can get confused in transit.
If that happens, resend as a plain text message. Some of the fancier stationery has complex images, sounds and dynamic HTML elements. The more complex stationery can cause display problems or even a computer crash at the recipient's end. This is rare and avoidable by going for the simpler designs. When replying to a message with a colored background, make sure your reply text is in a color that's readable.