
I think setting a solid background colour is a completely natural thing to do, why Apple didn't include it in the first place is beyond me! I'm sure even Publisher has that option! Ah well, something for Apple to work on for Pages 3.
Thanks for your help Deepdale, if anyone else has this same problem, I'd recommend doing this:
1) Select 'Objects' button, then 'Shapes', then on the square
2) Drag it into any corner
3) Expand the corners until it fits the page
4) Ctrl+Click on the expanded square and click 'Send to Back'
5) Change the colours, etc, in the Inspector
6) Select the expanded square, then go 'Arrange' from the menu bar and select 'Lock' (shortcut Mac+L)
Just so you all know, I don't want anyone to be as baffled as I was!