I think I've solved it. The problem is the way that maya/mental ray composites the fur image. onto the main image. If I render everything on layers and instruct maya to save the fur images and turn off compositing (in fur render settings) Then I take the iff image from the fur images folder, convert it into a png and then composite it manually in photoshop. The iff/png contains all of the alpha information meaning that it does not take on the colour of the background.