@ mathman,

I must admit that I usually go down the File > Import > Background Picture, rout. When I saw your post, it was the first time I had ever tried loading a background through the Material Room. When I selected 'Background' as the Object, there was already an existing 'BG Picture' node sitting there, and I just plugged this in to the Background. Note this was a 'BG Picture' node, not an 'Image_Map node', I should have made that explicit in my post, sorry.

When I tried the same thing (just now) with an Image_Map node, I got the same results as you, a white background. So I would suggest you try using the BG Picture node, unless there is some special reason why it needs to be an Image_Map node. There may be a way to get the Image_Map node working, but I don't know what it is. :(