Haha, just take a picture of nothing. I just turned on my camera, put camera against my leg so no light can get in, took a picture, and tada, black wallpaper. I do it when I need a black background for a video intro too.
You should also be able to select the black background from Settings->Wallpaper->Choose a New Wallpaper->Stills and scrolling down to the black wallpaper at the bottom