With Photoshop you do this:
File>New> (put the size of the file you want) and choose Background: Transparent> then you make the file>Save as>choose a name (ex. gundarena) and save it as png.
Then open the fsh file with FshX, click on Import, go to the folder where you saved the png and type the name of it (ex. gundarena.png).
That's it, hope you understood
