First of all - you need dds plug in for Adobe Photoshop. Download it. Next - open your fsh file for example edhause.fsh, export the texture like a dds(!) file. Then open your dds file(which you exported some seconds ago) with Adobe Photoshop. When you opened your dds file you will see 5 layers, one is called the alpha layer. If you want to use sweat, download Pdub's sweat pack. Open for example medium1.bmp file and copy the layer, paste over your alpha layer in your dds file. Then save your image like a dds file. Import in fshx. You can make some experiments yourself, but remember - always save, export, import your image like dds file. That's the major point.
