I didn't make it!
Edit the backround to be a Alpha Channel? That's all I can think of now.
You don't have to do anything, they'll appear in-game exactly how you'd expect them to.
The only reason they show as black in the editor, is because GtkRadiant doesn't display shaders or alpha channels.
I don't know how, and I don't know why, but this is totally Sheep's fault.