Working with shapes in 7.0

From: TNT
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Howdy - I'm using the shapes in PS 7.0. I'm trying to create web buttons out of the bone. When I put the shape on a background and bevel/emboss/drop shadow (any of those), it doesn't come out smooth on the edges. Since it's a .gif with a transparent bground, you can still see a couple of stray pixels on a darker background. How can I correct this to look like a smooth image? Thanks