"You might also notice that the clouds in Air Man's stage are in the foreground, but do not obscure Mega Man. I really wanted them to be able to, but the interior of the clouds share their data with the background of the menu. To make the clouds obstructive would mean to make the main menu illegible."
If the cloud is a shape as a whole and the background of the menu is considered itself as the interior of the cloud then you should click on the menu background, change it pattern, press Adjust. In this case 3DNes will not overwrite the cloud shape, it will create will new independent shape for the menu background instead. After that you can customize the cloud and the menu background separately. It will update the manual.doc with this info.