That is weird. May be my explanation wasn't clear enough. Let's try it again.
1. Create the config file:
dialog --create-rc /home/tobi/dialog.conf
2. Open the file with a text-editor, change in line 33
screen_color = (WHITE,BLUE,OFF)
screen_color = (WHITE,RED,OFF)
and save the file.
3. Set the environment variable DIALOGRC:
4. Test it, for example with
dialog --infobox "Red Background" 0 0