There’s an issue with the color on that menu bar on the Twenty Eleven theme that Staff are addressing. I’ll tag this thread for them. Please subscribe to the thread so you are notified when they respond and please be patient while waiting.
I think the menu bar is only changing to a light color in the preview now. When I tested on my own blog, I could see some funny things going on in the preview but once I saved, only the background color saved (and that’s what it should be doing). I’ve reported the preview issue to our developers.
In the mean time, try changing the background color using the Appearance > Background page in your blog dashboard and let me know if that doesn’t get you the result you’re after.