For Adobe or PSP woobster?
Either way..here's both
When placing an image on a transparent background (that means all you can see behind the image is little gray and white boxes)
In PSP after you've done whatever you are going to do to the image, go to File and Down to Export: Gif Optimizer. It will give you the option of having it remain transparent..or putting it on an opaque background. Make sure you've got it so that it remains transparent, clicking next will ask you for the file name to save it as a gif.
In Adobe however, it's a pain in the ass. Once you've gotten your image on a transparent background you click on Help ---- Export Transparent image and go from there. Please note that in adobe..the transparent image ends up being extremely chunky around the edges unless you fiddle around with the options when exporting the image.