I'm not 100% sure, but I hope what I say helps. You're pretty much using the same theme I am.
To reply to your question, the theme itself was designed to be used with Winterboard. You didn't state whether you started adding the icons with the problem before or after you deleted Winterboard, so what I think is happening is that there's a conflict with the standard square icon background. Also, while modding without the use of Winterboard is possible, its dangerous. Make sure you backup the original files first.
EDIT:
Upon playing with the files, I noticed my initial advice was flawed. You have to manually replace the standard Default.png with the custom ones in the
/Applications folder. That in itself should fix the problem.
Hope this helps!!



Heh... note to self. the
SBBadgeBG,png is for the badges (mail notification counter,missed call counter, etc)....
Sorry for the mix up!