Transparent background

Hi! When I render to PNG, I get a nice transparent background as you can see below.

However, when I open it in Photoshop and put a (say) red layer underneath it, you can see the shadows are not truly transparent.

The result is the same if I render to Targa and use the alpha channel.

Is there any way around this? In Photoworks I know how to do it, but as it will be discontinued...

Thanks, Daan

SolidworksPhotoview 360