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Uh, create a new RSG file and down at the bottom of the new file maker pop-up thinger, there's an option to make a transparent/white/something else background.
theres this other thing i use for my sprites, its called photoimpression, but it came with my HP printer. i dont know if its free or not though. paints too frustraiting, and some others are complicated. this ones the best for me ^_^