Many thanks for your answer.
If I include some transparent stuff on a light background (i.e. a
metapost figure on a light gray screen), there's a visible rectangle around it (on the screen).
Yes, it's unfortunately normal at least in Acrobat 7 and 8, also in
Apple's PDF viewer (in Preview, Mail etc.). In my experience esp. transparent (or flattened) elements show a fine white border - but if you zoom in, it stays the same fine line or sometimes disappeares. And it never shows in print.
However, what I meant was slightly different: not a tiny white line around but a solid (full) rectangle with light gray background. You can see it here: http://www.econ.muni.cz/~qasar/tmp/inst-slide02.pdf, page 3 (the ugly background in the figure on the page 2 is my fault). I guess the light gray background might be another bug in the AdobeReader, since it's not visible in xpdf. However, I thought so with the previous bug (it was visible in the AdobeReader, but not in the xpdf too), and it was actually a bug in the pdfTeX. Have you any idea what's wrong? (Well, this is much less annoying than the previous problem.) Many thanks and greeting from rainy Brno. Michal