Really stupid question but...

When you tween two images, how do you get rid of those irritating grey and white squares on the images you tweened? I've tried unchecking all the options (opacity, position, and effects), but I just can't seem to do it. I only have two images I want to tween because I'm making an animated banner. 

Edit: Fixed Problem #1.

Problem #2: how do you paste your animation onto your image in photoshop?

I use Imageready and Photoshop CS2, and I've already checked all the archives. :( 

Problem #3: (just happened). When I try to optimize the image, nothing happens. Also, when I click "Save Optimized As...", the images are moved to a folder named "Images", instead of becoming the animated image I want it to be.

I'm seriously SO frustrated right now, I spent 2+ hours on this banner, and now the last step just isn't happening for me. 

Any help is appreciated, thank you!   

EDIT 2: I posted screencaps of my settings and problems. 

#1 - http://i227.photobucket.com/albums/dd243/Provochka/cap1.jpg
#2 - http://i227.photobucket.com/albums/dd243/Provochka/cap2.jpg
#3 - http://i227.photobucket.com/albums/dd243/Provochka/cap3.jpg

I tried following the suggestions but I still can't fix it. :(