Background Transparency and Drop Shadows Do Not Display on Desktop Icons

Does any one of you smart folks in here know a way around
this issue?? "Background Transparency and Drop Shadows Do
Not Display on Desktop Icons!"

The article was previously published under Q305117

SYMPTOMS:
Icons and their labels do not display with a transparent
background or drop shadow. Instead, the background of the
icon and desktop text is the background color that is set
in the Advanced options on the Appearance tab in Display
Properties.

CAUSE:
This problem can occur if you have a background or have
added a desktop item that uses Active Desktop. Setting a
Web page as the active desktop, or using a transparent or
animated GIF image can cause this. This can also be caused
if you enable the Lock Web Items on Desktop feature.
WORKAROUND:
To work around this problem, do not use desktop content
that enables Active Desktop.
STATUS:
Microsoft has confirmed that this is a problem in the
Microsoft products that are listed at the beginning of this
article.
The information in this article applies to:

* Microsoft Windows XP Home Edition
* Microsoft Windows XP Professional

I have neither one of the above enabled and the desktop
icons still shows the background color!!! I appriciate any
advice given!!

Thanks..

Ps
I can't believe a multi billion dollar Co., does not know
how to make transparency work!! Never mind their excuse
about .GIF, .TIFF, etc...! I want a MAC...