Should I not be clearing colour?
Betting it's clear color too.
Yes, definitely clearing with 4 zeros. I can't quite remember whether it's XRGB or ARGB (I'll check) but it's definitely 4 zeros.
Are you clearing with D3DCOLOR_ARGB(0,0,0,0)?
Even D3DCOLOR_XRGB(0,0,0) should do (no warranty), just make sure its three zeros and not like 255.