I noticed that if I try to copy an image that uses alpha transparency straight from am image editor (Paint Shop Pro) to Dream Maker's icon editor, the alpha transparency turns into a white background and all the alpha effects are lost. Is there something I can do to preserve the alpha transparency when I copy from the editor? Because having to open up the DMIs in the image editor to copy the icons into them properly is a pain in the butt.

I noticed it sounds like this needs to be a feature request as in [link], but I'd like to know if there's a way to do this. I'm a little peeved that I lost a bunch of icons because I didn't realize that copying into the icon editor didn't preserve alpha layers.
Tayoko and I were discussing this just recently. I'd also like a solution.
You could try saving them as PNGs and then importing them. That's how I do it, anyway.
In response to DarkCampainger (#2)
Mmm, forgot about imports. Is there any good way to import to an animation?
In response to Foomer (#3)
Unfortunately, I think you would have to do it frame by frame.

You can either do this in the movie editor by right-clicking each frame and selecting import, or by going back to the icon file view and importing all of the images at once, and then cut them into the movie (which might be faster if you've got fast hands)

It would be a nice feature if selecting multiple frames in a movie and then selecting import would allow you to select multiple files and have it sequentially place them in each frame. I think now it just imports the first file into every frame.

However, if you could save the animation as a GIF (which you can't if you're using the full alpha channel) you could import it directly as a movie state. I don't know if DM supports importing the animated PNG yet, or even if many other programs can create them.