A couple of thoughts:
1/ Check your 'spread' dial. If you don't have a high value you may be seeing a halo around the edge due to the antialiased edges of the pen stroke being a different color. I use a fairly high spread value e.g. 90%+ if filling in a block with a constrating color
2. Do the same thing with 'antialiase edge' turned off and look at the differences side by side.
I'm getting a definite difference here on my system but feel free to post a couple of example screenshots and what the settings you are using are and we'll have a look.