flash (macromedia): Sorry to tell you'll need After Effects or Premire Pro or Final Cut Pro (MAC)
to set the Alpha Channel first and then Flash understands it. The Alpha Channel
is a special part of editing process. An image can hold red, green, blue and
transparent areas. Flash doesn't edit images can only deal with what you send
it like an alpha channel

You can download a 30 day trial of After Effects or Premire Pro at the Adobe
site.