As Mr. Jak said, give it an alpha layer (if using gimp it's layers -> transparency -> add alpha channel)
Then save as .TGA and uncheck RLE.
As long as the texture's the right size, RGB etc & you've done the above it'll be 65K - if it's not then you've done something wrong.
Then give it 15 mins, and use the /download name command. If you've done everything correctly then your textures will appear.