Alpha trouble

A new CS3 problem…(unless I’m the problem, which I’m totally willing to face…)

Here’s what I’m doing:
1.) set the stage to a dark color (let’s say 0x111111)
2.) make a shape of the same color (0x111111 again), place it on the stage.
3.) lower the alpha on the fill to 60% (or 40% or 90%, amount not important…)

What should happen:
the shape is completely invisible, regardless

What does happen:
the shape is slightly darker than the background color.

What’s more:
This does not happen with light colors! with light colors, the top shape is always invisible, as it should be!

What really hurts me:
what I really want to do (and have been doing, merrily, in MX for a while.) is make that top shape filled with a gradient that is all the same color as the background color, but is 0% alpha at one end and %100 at the other. This, however, results in chunky bars of a dark color.

Thanks in advance for any insights.