Wrap them in a containing div with the background color applied to it, and have a clearing div after the ‘columns’.
<div style="background-color: yellow;">
<div style="float: left;width: 65%;">column a</div>
<div style="float: right;width: 35%;">column b</div>
<div style="clear: both;"></div>
</div>
Updated to address some comments and my own thoughts:
This method works because its essentially a simplification of your problem, in this somewhat ‘oldskool’ method I put two columns in followed by an empty clearing element, the job of the clearing element is to tell the parent (with the background) this is where floating behaviour ends, this allows the parent to essentially render 0 pixels of height at the position of the clear, which will be whatever the highest priorly floating element is.
The reason for this is to ensure the parent element is as tall as the tallest column, the background is then set on the parent to give the appearance that both columns have the same height.
It should be noted that this technique is ‘oldskool’ because the better choice is to trigger this height calculation behaviour with something like clearfix or by simply having overflow: hidden on the parent element.
Whilst this works in this limited scenario, if you wish for each column to look visually different, or have a gap between them, then setting a background on the parent element won’t work, there is however a trick to get this effect.
The trick is to add bottom padding to all columns, to the max amount of size you expect that could be the difference between the shortest and tallest column, if you can’t work this out then pick a large figure, you then need to add a negative bottom margin of the same number.
You’ll need overflow hidden on the parent object, but the result will be that each column will request to render this additional height suggested by the margin, but not actually request layout of that size (because the negative margin counters the calculation).
This will render the parent at the size of the tallest column, whilst allowing all the columns to render at their height + the size of bottom padding used, if this height is larger than the parent then the rest will simply clip off.
<div style="overflow: hidden;">
<div style="background: blue;float: left;width: 65%;padding-bottom: 500px;margin-bottom: -500px;">column a<br />column a</div>
<div style="background: red;float: right;width: 35%;padding-bottom: 500px;margin-bottom: -500px;">column b</div>
</div>
You can see an example of this technique on the bowers and wilkins website (see the four horizontal spotlight images the bottom of the page).