Image packs: white backgrounds and not transparent

Okay, I finally have a question. I've learnt a huge amount recently just from reading the memories, which are excellent :D But I've run into a problem.

I used to be a PSP user, and recently switched to PS. For this reason, I got into the habit of saving brushes as image packs, instead of the .abr format for PS. I like the way I can see the brushes in the thumbnail view in Windows Explorer this way, and I figured I could just copy the image and use it on the icon I was making, in the same way you do with textures. Only, instead of the borders being black on a transparent background, it's white. So I can't do this very well.

Do I have to define brushes for the image packs I've downloaded? That's the only thing I can think of that would be causing this, and that I'd need to do to solve it. I'd prefer an answer that involves less effort though! Any advice welcome.