How do you remove those annoying background colors around a sprite?

How do you remove those annoying background colors around a sprite? Sometimes, when I download sprites to use,
they come with a stupid background color around it that's visible in-game. Oh, I'm using Rm2k3 by the way.
I just downloaded some sprites, & their backgrounds were white as a thumbnail image, but when I load it on either
Rm2k3 or MSpaint, they got a hot-pink background thats visible. If anyone can show me how to get rid of it, please
show me how, thank you.

A cool trick that grafikal taught me around 2 years ago when I was still leeching. When you import your resource into whatever maker, left click on the pinkish background. This sets that background with a transparent colour. And save your files as a .PNG, or else it won't work.

Otherwise, you could always do it with Photoshop.

When you say save it as a PNG, does saving it as a 256 color bitmap count? Because for some reason,
some of the sprites wouldn't show up in the monster tab when I highlighted or picked the sprite.
It was only when I went to MSpaint and resaved it as a 256 color bitmap did the sprites actually show
up. I don't have Photoshop on my computer, so, if you know a place where I can download it for free,
that would help alot. Thank you.