Well if my theme would support it, I'd not need to ask for help about them. I did nto know that it was a feature that was available for wordpress in general and thought it would be multisite related.
Did not have time to read into it, so I decided for a quick and dirty solution that might help someone else with the issue.
I put background and header pictures into css and then added the following line
<link rel="stylesheet" href="<?php global $blog_id; bloginfo('template_url'); echo "/" .$blog_id . ".css";?>" type="text/css" media="screen" />
It loads 1.css for site 1, etc ...
This way I can even tune it a bit more than just with header/background.
Thanks for the replies!