Nope, should be able to run full screen. Make sure you've selected "full screen" and not just making the app run in, say, 800x600 on an 800x600 screen (in which case you *would* still get a border). For example, open up program neighborhood and highlite the published desktop in question. Click on properties and then options and then window size and scroll down to the last entry which is "full screen". Give it a try.
Cheers