I'll take a look at that. It might not be saving the backdrop right for the progress screen.
The down colors are for when you press a button. There's a separate image for each down button too
. You can set them to a color a little brighter than the normal buttons to give the effect of lighting up or darker to make it look like a light goes out when pressed, etc.
Edit: Could you post a zipped copy of the ".skin" file too so I can have a look at the settings you used? It would help narrow down which combination gave you the borders in the final skin.