Are you referring to the way the edges blend into the background, creating an obnoxious unwanted "glow?" If so, just make sure your matte color is the same color as the background you'll be using, then the edges will antialis smoothly. As banner ads do they have to be transperant anyway?
If your images are blurry because you've added an outer glow, tone down the glow. Or if your images are blurry because they've been resized or something, try using a little unsharp mask.
Hope that helps, but if it doesn't help you, just give us a few more details on the problem and I'm sure I or someone else here could give you a hand.

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