The saved image will not contain the background image as a layer or something.
This is not a problem.
The main goal is to allow placing accurately models over a background in the render screen.
The most important thing is that the background image can be loaded in the same x/y ratio as the render resolution x/y ratio. With that, it is easy to composite in any image editing software.
Very good news ! Thank you !

French Blender user - CPU : intel Quad QX9650 at 3GHz - 8GB of RAM - Windows 7 Pro 64 bits. Display GPU : GeForce GTX 480 (2 Samsung 2443BW-1920x1600 monitors). External GPUs : two EVGA GTX 580 3GB in a Cubix GPU-Xpander Pro 2. NVidia Driver : 368.22.