If I understand your question correctly, you're asking that your icon title box not have a solid background color over your wallpaper. I was able to get around that in XP by using the classic configuration and a neutral gray background setting.
If this isn't your problem, at least you know now how to make icon title boxes disappear.
But the icons don't have backgrounds in XP... at least mine don't, and neither do the titles, I don't think they ever have. And I am using XP style , not classic.
You can turn that off in XP, so that the back color (if you know what I mean, like if you didn't have a wallpaper, the color the desktop would be) is showing through on the icons.
i get what u are saying winter night
every time i come out of some large application, the icons sort of have a background to them
if thats what you are getting at..