Comment on SEO AdSense WordPress Theme by SEO Dave.
You sure it’s not the images that have a white background?
The background colour of AdSense ads can be set under the Stallion AdSense Options page near the top (AdSense Background colour). The colour is sitewide so changes the colour for all ad units not just the sidebar ads.
Unfortunately would take 36 extra settings on the AdSense options page to be able to set the colours for each ad unit. If you want different colours on the sidebar the solution would be to add an AdSense ad as a text widget and set it’s settings under your Google AdSense control panel: make an ad unit and paste it’s code into a text widget.