In addition to what Iceboty said about using PNG vs JPEG, you've also mentioned you're using MS Paint. Paint does have tools that utilize partial transparency, but there is no way to set the background color as transparent. This means that if you use a tool such as the brush in MS Paint then you will always get the "aura" effect as well.
If you need to use an alpha channel, then check out programs such as the GIMP or Paint.NET that support transparent backgrounds, and save the images as PNG, and make sure your game is set to 32-bit color depth (under the Game Settings pane), and make sure to use the appropriate settings when importing the sprites (transparency should probably be "Leave as-is" or "No transparency" but making sure you use the alpha channel when prompted).
If you don't need to use an alpha channel, avoid tools such as the brush like the plague - use the pencil tool instead.