I'm using Firefox and I get a red border.
You never removed the default border of images in your stylesheets for those images... and when they're in an anchor, they'll take the colour of the anchor for their border colour.
I use this near the top of my stylesheets, because I almost never want borders on my images:
vertical-align: bottom; /*to remove gap under images if left inline*/
the border: 0 part.
A tip on rollovers:
don't set major layout thingies on the pseudo-class state. Set everything you need at the beginning (and pull the image off-screen instead of diplay: none/block with a -9999px or something), and change only the position on :hover/:focus (and yeah, you've got anchors already, so let keyboard users get some goodness with :focus).
IE6 might give you some surprises : )