Open up your image in an image modification program, add an Alpha Channel, then select what you want to be transparent and delete it. If you need more help,
Go to the layer preferences, the icon is a little tag if I remember correctly... From there there's a slider bar which you can change the opacity of the layer. Decrease that to however transparent you want it.
P.S. I recommend Photoshop, it's difficult to get used to but it's much preferable than Paint.NET