you'll want to extract the background from the .key file first:
#1 right click on your .key file and see if you can view package contents. if you can't, dupe the file and add .zip at the end, then double click it, it'll expand. THEN you can view the package contents.
#2 look for the background image that should be inside the package.
#3 open that in PSD and do what you need to it.
#4 replace the file in the package (same name and file format), OR, open the file in Keynote and go to each master slide, and choose your new image as the background using the Inspector (don't simply drag the image in or it won't be a true background).
hope that helps!