This is PART I of my answer to the above comment of @Joe: (since I don't have enough reputation points)
Answer: Your problem is actually with regards to color models. Kindly look at the Color Models subsection in Wiki. I have slightly modified the code of @pzorba75 using the rgb
model with color specification {0.74,0.83,1}
.
\documentclass{article}
\usepackage[linesnumbered,lined,commentsnumbered]{algorithm2e}
\usepackage[usenames,dvipsnames,svgnames]{xcolor}
\begin{document}
\begin{center}
\colorbox[rgb]{0.74,0.83,1}{
\begin{minipage}{0.65\textwidth}
\SetAlgoLined
\SetNlSty{textbf}{}{:}
\begin{algorithm}[H]
\DontPrintSemicolon
This is line one\\
This is line two numbered\\
This should be numbered\\
This should also be numbered
\caption{Unnumbered lines}
\end{algorithm}
\end{minipage}}
\end{center}
\end{document}
The output looks like this: 
Remark:
Well, of course, you can choose different color specifications. For some list to choose from, click this link.
UPDATE:
SUPPOSE YOU FOUND AN IMAGE WITH A COLOR YOU WANT FOR BACKGROUND BUT YOU DON'T KNOW THE COLOR SPECIFICATION
For example, if I want the light gray background color in the code blocks here at tex.stackexchange, the following steps using MS Paint will give me approximately the color:
- Print Screen (
PrtScr
) the image and paste it to Microsoft Paint.

- Click the Color Picker, the dropper-like image at the Tools section of Paint

and then click to the portion of the image where the desired color is located.
3. Now go to the Edit Color section and click it.

A pop-up menu should appear like the following and look at the Red-Green-Blue Section:

- The Red-Green-Blue represents the color model
RGB
and in this example our desired image with the desired color has color specification {239,240,241}
.