What you need to do is use the "Magic Wand" selector tool in PSP, select the black, blue, or what ever color layer you have behind the robe icon then go into "Layers"-> "New Mask Layer"-> "Hide All"-> Then when or if a new dialog box pops up press ok-> Now go back up to the "Layers" menu and select "Load/Save Mask"-> Then press "Save Mask To Alpha Channal...". Then you will need to save it as a ".tga" file. That should do it. You are all set up.;) Hope this helps!
Oh yeah also here is a little more of an explainitory tutorial that I found online when I first started doing this...
Link:
http://www.sluniverse.com/kb/article.aspx?id=10190)