PNG, TIFF, and native formats like Adobe's psd and Jasc's psp are the only files that support transparency. JPG does not, GIF does not. So save in a type that supports it. PNG makes a much smaller file size, so more popular for downloaded scrap graphics.
If your software doesn't recognize PNG file, try Select>Load Selection>From Alpha channel in older versions of PSP or PS. Not sure if older DIP/Picture It has this option, but it's a workaround for older software to still use modern PNG graphic files.
Hope to see your first page soon! Have you tried any First Page tutorials yet? I wrote one, and one about Layers in PS and PSE to help you understand how to use and work with them.
Have fun!
Emma
thepals@austin.rr.com