Hmmm I've been uber inactive (again) here
FP, the sprite came from Pokemonelite (Link in the first post). As far as I know, all their sprites have png transparencies.
Mmmwell, a few things that come to my mind when that happens are:
1)You copied from the site, then pasted it in. It WILL have a bg if you did that. You have to save it to your computer then open it in Gimp for it to keep it's transparency.
2)Your browser doesn't support png transparency. It would look something like what you posted, Vilyt, on the website itself. You could just upgrade your broser if that's the case.