Usually you would create the main background first and then you nest an inner element and place that light-slice in the background of the nested div so that it lays on top of your normal background (for modern browsers you can place multiple images on the same element but for better browser support additional html is the best option). The nested image should be transparent of course so you need to extricate the section from photoshop as a transparent png.
In some cases you may be able to slice the whole background as one image for that section but it does depend on how the main background is constructed or whether its a repeated slice etc.
From the look of it I would just add that highlighted section to an inner element and place it in the background as required. You may even be able to use an existing inner element if the html is suitable.
If you get stuck then upload what you have done and we'll try to offer some more specific advice.