Changing document background but not alpha

I draw a lot of icons/button images. Often, such images lay ontop of some grayish space (button, control, etc.).

Obviously I want to export the images using full transparency for the background pixels. But changing the background color of the document, has no effect unless I increase the Alpha level of the background color.

Is there a way to set the displayed background color of the current document, without changing the alpha level of the exported bitmaps' background pixels?