Issue with editing the image tiles (Stable .8)

Whenever I try to alter the looks of the deon tileset, everything has a white background around it when I reenter the game. Why is it doing this, and is there a way around it? This is in the stable version of .8.

What program are you using to edit the tiles? Are you using an editing program that supports the alpha channel?

I’m using paint. That’s probably wrong, I’m guessing? (I don’t know what an alpha channel is)

MSPaint doesn’t save transparency.
Here, have some delicious Paint.NET. It supports transparency AND . . .
um . . .

That worked. Thanks!

EDIT: How would I add transparency to part of a tile?