Some of you will recognize the contents of the following screenshot, others won't, but that doesn't matter. Anyways, what it should do is to show that there seems to be a bug when using Child windows (as you see here in the sidebar on the left), and having CustomLook Radio controls in it with transparent PNGs. The black borders go away as soon as the window is invalidated. Patchou, when you are reading this, ask me for a copy of the script that is showing the bug.
Windows XP Home Edition Service Pack 2 (5.1.2600)
Windows Live Messenger 8.5.1302.1018
Messenger Plus! Live 4.60.0.326