When using the free sample images as website graphics, be aware that Internet Explorer doesn't support transparent PNGs. They'll look fine in Firefox, but the transparent sections of the images will be shown as a gray color in Explorer.

If you're confident using CSS, you'll find a workaround here.

If you require a GIF with a transparent background, it's recommended that you copy the free transparent PNG, paste it into a new image file, and then save it as a GIF with a matte color as close as possible to the background color you'll be using in your design. This way you should have a perfect image with no jagged edges or halos.

You'll find a short step-by-step tutorial at the Photoshop Cafe here.