It looks like the World/Physical/Lake.shp shapefile is shifted to the East a bit worldwide. It is especially clear if you look at the United States, though it shows up in Europe and Asia as well.
I made double sure to use a world file that is correct -- to the middle of the upper left pixel. The MIDDLE of the pixel, not the upper left of the pixel. You can also see it when compared to country border data in /World/Human/{cntry02, primaryborder,contestedborder}.
I thought you might like to know.
Is there an easy way to shift these without editing the file on the hard disk that I can do in code?