Need help by a Paint Shop Pro user

So I'm trying to remake all the buttons for my game (along with everything else after reformatting) and I keep getting problems with bleeding colors when setting a transparency for my images. I want my buttons to come up without all the green around them. Should be fine, but when I go to do it in PSP it converts the colors first, which changes some near the grey colors so when I select a color to make transparent, it leaves some random different shades of green.

So what I was hoping is if someone could help me with the transparency for these images and/or tell me how to do this successfully without bleeding errors.

http://img814.imageshack.us/img814/5548/settingsy.jpg
http://img163.imageshack.us/img163/7451/playt.jpg
http://img831.imageshack.us/img831/1801/exit.jpg