This picture might help explain.  Click for a larger view.

If you are going to put the image over a dark background in PSP, render using "black".

If you are going to put the image over a light background in PSP, render using "Current BG Shader" which is the default poser grey shown in my screenshot.

That way the pixel border will blend in with whatever background you are going to use.

"It is good to see ourselves as others see us. Try as we may, we are never
able to know ourselves fully as we are, especially the evil side of us.
This we can do only if we are not angry with our critics but will take in good
heart whatever they might have to say." - Ghandi