I raised this issue in August of 2004 and it has persisted thru WB4.x & now WB5. I've been told, I think by Adam Namanowicz, the SKS developer, that this is due to using small text in the column/list headers. I have the same problem with the skins I've made because I prefer small text there. I don't know what the "threshhold size" is since I've not chosen to experiment with it. I believe Neil Banfield, the developer of WB, is also aware of this but apparently there is not yet a workaround for it (other than using larger text there). I'm hopeful that this will eventually get resolved - it would certainly look better.
Cheers,
Daiwa