I can only think that the problem is because of some unusual thing you're doing to the segmented control. When I set the background image of a segmented control and set the titles of the segments, I don't get any white rectangle - see the attached screen shot.
I tried to imitate your code (note the rounded corners) but I couldn't get any white rectangle. Maybe the white rectangle is part of your blue.png
image! (Note that you should be using a resizeable image here, by the way.)