A slightly easier way to change the background, and foreground for that matter, is to use the scheme menu instead of manually changing the background colour. There is a selection for black on white, white on black etc. To get back to the default colour scheme, just select default. On my version of ProE this is all done under Utilities - Colour - System but you seem to have it under View.
Once you get your background color situated, there are a few ways you can cature the image other than exporting the image directly from Pro/E.
[*]In Pro/E , press Alt-Print Screen on your keyboard. This copies the current window into memory. Then in PowerPoint, press Ctrl-V (or Edit > Paste) to paste it on your sheet. You'll have to crop it in PowerPoint.[*]Use a third party application for capturing screenshots. I like to use ScreenHunter. The free version is very powerful. Another popular one is Snag-It.