Method 1:
Download gif2mng.exe
A still image (one frame) would become a .png
Set transparency on it using RGB 0 0 0 while it was a .gif
Method 2:
Assuming you only have ms paint like me...
Get someone to do it for you or get psp7+
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As for getting the sprite into the image, look here:
http://forums.graal2001.com/forums/s...ad.php?t=48111