In PSP, after you place your graphic down you have to do the following to get the transparent background to be retained. It will still open with a white background layer in PSP not sure of PS but it will be transparent.

After you place the graphic click on mask, new from image. A box will pop up, in Resource window say from this image click ok. Then go to mask, save to alpha channe. Another box will pop up just say yes. You don't have to name them.

Now if you open this graphic in PSP, it will open with a white background. To get rid of the background go to mask, load from alpha channel. Then go to mask and delete. When box pops up say yes.