Photoshop Stroke effect Fills

Hi - I am trying to make a stroke to a select pixelated shape to smooth out the edges but Stroke automatically fills the whole area with stroke color. If I try Stroke from the drop down menue I get Stroke without the fill but it is as pixelsated as my original shape. If I try Stroke as a Layer effect it gives me a nice feathered ( blended ) edge but still fills the whole area. I try to set fill to zero but then my original shape also disappears. I am lost and very grateful for a solution!