It is a property of the lens. the bokeh highlights image not only shape of the aperture, but it also gets a profile. It can be a square profile, have sharp edge and then attenuate, have dots inside it, show cats eye, or be smooth like yours. The way the lens is corrected for spherical aberrations affect this.

Vintage lenses typically make sharp bokeh rings.

This is my Pentax M 50mm 1.4 vintage lens used on Canon 40D with k mount to eos adapter, and I did nothing to make them this sharp:

Even stopped down a bit that lens keeps rendering the hihglights as sharp, but more shuriken shaped (the shape of the blades:

Note upper right corner where there is a bright sign over the door to a shop, it has a blurry edge. That bright light is too big to even make and aperture print. But you say your images always become blurry, so I dont think that's the case you are always seeing.

Also check out the old Helios lenses - they are well known for their pronounced bokeh shape, where the rims of hte edges are brighter than the middle:

http://forum.mflenses.com/helios-40-craze-t19605,start,30.html

And Jupiter 9:

http://www.steveoakley.net/template_permalink.asp?id=615

While carl zeiss is known to make some soft bokeh (see figure "Bokeh F-stop comparison"):

http://asia.cnet.com/hands-on-carl-zeiss-sonnar-t-e-24mm-f1-8-za-62211080.htm

See comparisons here: http://www.rickdenney.com/bokeh_test.htm