The NRI files always provide the image with a Pink/Magenta background, which you need to remove. Every art program has the ability to remove your chosen color and create a transparent background.
GIMP is one of those art programs. Each art program is different though on how you create the transparency.
For Paint Shop Pro, I have to create the transparency when I'm saving the file as a .png or .gif.
For Adobe CS4, I just need to hide the background and it'll be saved as a transparency.
I don't know how GIMP works to remove the background so someone else will have to explain that.
An example of a transparency would be my signature. You'll notice that you can see the forum's background color on the left side where I created two columns. If there was no transparency, you would have seen either white (or whatever color I used as my original background).