Bottom-up instead of top-down
You wrote that
I gave them a general history of the planet, a specific history of the continent we started on and specific history of the starting town and surrounding areas.
It seems like you are using a top-down approach. I generally prefer bottom-up. Most people in a fantasy setting will not know anything about the planet or the continent they are living on. Most likely, those concepts will mean nothing to them, or maybe seem like theories for high-level mages or such that do not have any impact on their lives.
Start with only small bits of information on the immediate surroundings of the players, and give them more only if they ask for it, and if it makes sense in the settings that a character would know those things.
Players are interested in backstory if it gets them stuff
In my experience, feeding info dumps to the players is not a successful strategy, as they are usually concerned only with things that affect them and will ignore everything else.
That is, if the information you give them is not about enemies or opportunities for riches, it's often not deemed important. Therefore, try to weave in your information in a way that it relates to those things:
The story of an abandoned tower should contain clues to safely overcome (some of) the traps and other dangers safeguarding the treasure.
The story of a battle fought over the monastery a century ago can be told in the context of the holy avenger sword that was decisive in tipping the odds, but was lost afterwards.
The story of the destruction of the sleepy farming town where the big bad grew up hints to his one true weakness.
Use 4e skill challenges to explore the story interactively
A great way to tell the story is to do it interactively - don't just tell it to them, but let them discover it in a skill challenge. Make sure that they can learn most of the important bits that you want them to learn without rolling, but enrich the story with information on major NPCs, details that give them leverage, or tactical information that they can use to their advantage.
Encourage player to contribute
In a comment, Brian SBrian S mentioned another important point - let the players contribute. Allow and encourage them to insert custom elements into the world and fill out blanks that catch their interest. One of the major strengths of pen and paper RPGs is the shared, collaborative approach to story-telling, and integration of player ideas can serve as a great motivator in addition to adding flavour to the world.