Today, I changed my tileset to the spelunky theme (found in iPope's texture mod central), and it worked. That's the good part. Unfortunately, since I replaced the gold block to one that represents spelunky's gold, the transparent blocks are no longer transparent, I just see plain black in the areas that should be see-through.
I suppose it depends on what editing software you used. Unless you just saved it directly to your computer. That does sound a bit weird. Generally that can be solved by either deleting the offending black transparent pixels when editing the image or giving it a completely transparent color.