Some glyphs are being rendered incorrectly, apparently losing their transparency.  A good example is OSX themes which use a blue part and a small double triangle for the drop down button on a combo box.  The small double triangle is a PNG file with transparent parts. These parts are rendered as white instead of transparent with blue shining through.  I think I have isolated this bug to the native code layer (the src/windows/classes/sun/awt/windows/ThemeReader.paintBackground() method).  

See attached screenshots.
The images swing.combobox.png and native.combobox.png show a combo box in both a Swing app and a native Windows application, respectively.  The images theme.dropdown.png and theme.glyph.png are the actual image resources from this theme which make up the dropdown button of the combo box.

This can be demonstrated by looking at JComboBoxes when running the OSX theme found at
http://osx.portraitofakite.com/

In general this affects only themes with significant translucent resources, which does not appear to be the default Windows XP themes.