Paint.net Making a curved line transparent

I am using Paint.net and am trying to draw just the four rounder corners of a rectangle. I am replacing 4 existing .png files whose corner radiuses are too 'wide' for what I want.

When I draw the rounded corner and make the inside part transparent, it has the curve I want but the curved line isn't transparent so it shows up in the color I used to draw the curve initially (black) - how can I make that transparent too?

Thanks...