Java Swing: Rounded Corner Rectangle

I've decided to make labels small and standard, as in OS X. Well, hands down: drawing things right on 2D canvas still bad, e.g. rounded corners rectangle looks like an array of random pixels around. Here is how it looks like:



Too bad. I dislike it... Therefore I used raster instead and I've got very clean visuality. Here you go:

P.S. Oops, alpha is wrong, label is too dark as should be. :-)