actually, I think patio was on to something here maybe... in the original images, the shortcut overlay is quite far away from the icon... looking at talontrompers image (which is similar to my icons), the icon is both highlighted in it's entirety, And, it has rounded edges this may not seem significant, but really, it is.
Now; the shortcut overlay is drawn on TOP of the lower left corner of the icon in question; in this case, the border is enlarged, AND the overlay is drawn to the lower left of the icon.
This leads me to the conclusion of one of two things: either the icon has some transparent area surrounding it; or, another possibility, is that Active Desktop has been enabled. Bear in mind, that Active Desktop doesn't explicitly need to be enabled; it will automatically be enabled if you use a PNG image for any screen element, such as the background or icons. Also, it's not really a "forward" option; that is, Microsoft kind of shuffled it into a backroom for windows releases after about windows 2000 Windows XP makes a few quick mentions of it but nothing like the full page banner ads Microsoft had with Windows 98.
Now, why do I mention Active Desktop? well, in this case, the icons are being treated as "links" and the formatting of the desktop goes by the rules of HTML; in this case, it would seem that the padding and spacing have caused the icon to be inset within the border, which exists because the icon itself is really a link to the shortcut location.
