I notice that you said "for image links" so I assume you'll want the picture for posting on the internet where you'll need it to hve been transparent itself. In GIMP I just make a new picture and as one of the options set the canvas to start out transparent. There might an "Add Alpha Channel" you could find but I've never used Paint Shop Pro, so...
It's most likely the final format you're using, since you said you added transparency. Are you saving it as a PNG like BrandonC mentioned? BMPs, JPEGs, and sometimes GIFs (depending on settings) don't let you use transparency.
Yep, I saved one picture as PNG with a transparent background, but it showed up black anyway. It's really random but...
I should have clarified myself better. What I meant to say was how do you change the black to show up as completely transparent? Do you edit the image link in any way?
No you don't edit the link at all. If it's transparent in the editor it ought to be transparent here. When you're in Paintshop are you seeing the transparency? Most of the time it's indicated by a checkerboard. I'm not trying to be rude or anything, it's just that I can't think of any way for the transparency to disappear upon upload.
That image is a jpg. Either the host doesn't support PNG or you left a checkbox checked that "optimizes" the images for the web. Most general-use webhosts should allow you to upload an image in any form and not mess with it. Freewebs does.