Hi Moose,
There are two main factors that create exposure in the background, ambient light and strobe. We must cut both out, but its not easy.
Ambient:
Avoid backgrounds that are brightly lit. i.e. white sand on a shallow dive & sunny day is very hard to underexpose. A bit of reef in the shadow of the sun will be easier. Start by setting the camera to the max strobe sync speed, minimum aperture, lowest iso, turn the strobes off, and shoot different areas to see what you can underexpose.
Strobe:
More often than not with macro, our strobe light reaches back beyond the subject lighting up a bit of reef etc behind. To mitigate this we:
A. Bring the strobes as close to the subject as possible, using the minimum power needed to light the subject at a given exposure. This maximizes falloff, minimizing the amount of strobe light that reaches the background. Of course this wont matter if there's a rock/coral 2 inches behind the subject so:
B. Shoot at an angle such that anything in the background is far away, generally a very low angle. This way any strobe light that does reach behind the subject can't make it to a more distant background. With macro, this can sometimes be only a couple feet.
C. Position your strobes such that light does not spill to the background. Either by using a snoot to minimize spill light or actually pointing the strobes back towards the camera housing so you only use the edge of the light to hit the subject. Of course you need to be careful of backscatter and flaring light into your lens.
Hope that helps. Cheers,
Chris