I used to set different backgrounds for konqueror filemanager as user or as root on 3.5, but now on kde 4.2 it doen't seem possible any more... is that true? can't I set at least different background colours?

I can confirm that it is not possible to set a background image. I couldn't find a setting for background colour either unfortunately.

File a wish against Dolphin (if there isn't one already). Post the report here so anyone else who is interested can track it.