After reading the FAQ I changed the file-type to JPG and set the path to "absolute", then the problem was solved.
Now I have a different problem, though..
As you can see on my attached image, my background image doesnt stretch all the way to the each side of the document. I have tried many different resolutions and all the different settings in "Background settings" in admin, but there seems to be a margin limit for the background image.
Does anyone know how to make the background fit the entire page? Also, what is the correct resolution to set in Photoshop to make the image match the resolution of the PDF-document perfectly?