Be sure you're not using pure white (FFFFFF) or pure black (000000), because those won't appear, and the upload will be rejected.
If that isn't your problem, the file may be indexed in a way that causes some of your color choices to become transparent. What I do for this is open the file on GIMP, and find "Mode," it's either under "Colors," or "Images." In "Mode" change it to RGB. After that change some of your colors as slightly as possible (so that they're basically the same as what you had before.) This will get rid of the indexed colors problem.
If that isn't your problem, then it's in your background. You need to manually set a transparency. This is easily done by taking the Magic Wand and selecting all of your background areas, and then hitting "Delete."