Layer Mask "ghosting"

I'm trying to do the usual paste-a-head-on-a-monkey type of task. When I use a layer mask to paint away the non-head parts (or to bring the background image to the front) the image leaves a ghost where I painted. It acts as though the opacity is incorrect, but I've checked everything and can't figure out what the problem is.

Here's an example:

http://img2.freeimagehosting.net/uploads/ad759e9345.jpg

If you look carefully, you can see a faint box around the zebras head.

Any ideas?

Perhaps, increasing the mask's brightnes and / or contrast will help...