It happens with all (well... I havent't checked every one of them) icons.
At first I tought it was some XFree driver problem, so I changed to 16 and 8 colors, tried "ati", "radeon" and "vesa" drivers (this was specifically on a laptop with a Radeon7500Mobile), and they all produced the same results.
Then I notisted that gnome does not show this behaviour. It's ok.
KDE bug? Joao Clemente