ok, from your images, your system at least uses the non-alpha icons. What color resolution is your monitor at?
16bit
That looks cool. Could you try in 24/32b and see if still get a "thin" white border? If it does, then Windows does select the correct non-alpha icon.
Another way to confirm it, did the older icons (test6 and earlier) also displayed "thin" borders?
Nahor
<<inline: x_test6.ico>>