Paint Shop Pro :: Creating Custom Edges / Frames?

Using X4 on Windows 7. I'm trying to create a series of custom edges to supplement those already supplied in X4. I've created the edge ok and exported it as a frame and it works ok. The problem is selecting it in the dropdown menu under Image/picture frames. Whereas the thumbnails of the supplied edges have grey shading to represent the transparent section of the edge, mine don't, they are just plain white and that makes it difficult to know what edge to select. What have I done wrong? I've opened a couple of the supplied edges and they look similar to mine ie no shading.