use IrfanView, it is even easier than Gimp.
all you have to do is load the image and then save it again (as a .png file).
while being in the saving-menu you have to tick a little box whichs says "save transparent colour" and then after pressing the "save" button a small window appears where you just have to click the colour you want to set as transparent once.
and that's it, pretty easy I'd say
