Help with mini windows :)

Hey guys...
Can i get some help with creating windows for the mini's ?
I have tried saving as a DX1 AND DX5 but the windows are not see through :(
How do i save the file to make windows transparent ?
Below is the template i am using :)
Do i need to merge all layers ?
Do i save it once like is below then save another alpha layer ?
I just got no idea :(
Its the one from the downloads in the forum..
Untitled.png
 
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