Here's a clumsy way to make it go away:
That box is only drawn when the control doesn't have a label. So, create a label and position it at a top coordinate of -10000, or something. The label won't be visible, but the highlight box is drawn around it, and not around the control. So you don't see the highlight box either.
As an FYI, there's a custom control that you can use as a radio button group (in the UI editor, select Create>>Custom Controls>>Toolslib Controls>>Radio Group). It's essentially a modified tree control that's been customized to operate as a radio button group and already takes care of some of these highlighting, selection and focus issues.
Luis
