How to make transparent tiles

I'm making my very first tileset. and i'm trying to make it transparent. any hints?

Easiest way is to use software that is capable of doing this, like Paint.net.

If you are bond to use a 256 colors program (For example, MS paint) put magenta (full red and blue, no green)where you want transparent, Knytt Stories automatically deletes the magenta pixels.

If you are bond to use a 256 colors program (For example, MS paint) put magenta (full red and blue, no green)where you want transparent, Knytt Stories automatically deletes the magenta pixels.

I love MSPAINT and with rpgmaker vx, i make alot of battlers.

Thank you Firecat.

NINJA EDIT: I use paint. 

I used paint for my christmas tileset (if you've seen it) and didn't know that magenta was removed in game. Now GIMP is useless since i don't understand 99% of what i can do with it. But i'll keep it for semi-transparent pixels and if I find out how to do this.