Actually - it may be "Premutiply ON" that is causing the problem.
If you render out with Premutiply ON - your FILL will be keyed over your background (black - I'm guessing!) Then when you go to key it over something else, the edges (and the black) will layered over the BG, hence black edges.
Turn Premutiply OFF, and see if the edges don't go away...
Also, never use premult when you are exporting matte and fill for other programs to use.
Good luck,
Kim