First of all, don't focus so much on the colour - as long as you use one colour in the background of your sprite, it will be rendered transparent when you import it.
* Make sure that the editor picks a pixel that actually has the transparency-colour (you can choose a corner, or from palette index). Don't use the "no transparent" option.
* Make sure the background colour is exactly one colour. You can check this by filling it (the paint bucket) with a completely different colour, like bright green (make sure you turn off anti-aliasing). It should fill perfectly all over your background area, otherwise there are subtle nuances, and these will look weird when imported.