I need help using PhotoStudio and Paint

Okay, I'm just starting out with making icons and I've been trying all week to find help with making backgrounds transparent, unfortunatly, no one uses the programs I have to make thier icons so I can't find any info on how to do it with what I have. The only programs I have are Paint, and PhotoStudio 2000 SE. I have a windows XP if that helps you any.

I have looked up information on Photostudio online, and it does say that you can make backgrounds transparent, but it says something about being a macro file or something, and thats totally going over my head. here's one of the icons I'm trying to make have a transparent back ground

So.. ya basically I'm lost because no one uses this program and supposedly, it works for what I'm doing.. If anyone could help that would be awesome. Thanks ahead of time.