I know exactly what youre talking about - i had the same thing a while back.
Like i said, its not transparency. It is only reflection youre seeing. Even totally matte objects reflects the background!
1- try removing the background from shortcut8 and rather put it in your GI envirionment slot under render settings (shorcut F10). Make sure the refraction/reflection slot stays empty! Then see if theres a change.
2- if that doesnt work, I would still suggest the studio thing. Make sure you have NO environment bitmap in any of your settings. Just tick the GI environment on with the default light blue colour. Create a "room" around your scene. With 4 walls and a floor. Assign your background bitmap image to this box as a material! this way, you can use UVW mapping to allign the background the way you want it.
3- if all else fails.. PHOTOSHOP!
