These emotes are built in layers, the backgrounds auto set to white so you can just clear that. That sorts the basics of it but you'll be left with white marks around the moving image when you export it. I'm trying to solve the problem but I've been a bit busy the last few days.
I'll try and write some for of guide when I've got it done.
I'd recommend CS5, but if your moving from an old version then I'd spend a while getting used to where everything is and what new features it has.
I'm gonna guess you used fireworks then, and don't worry about thanking me at all, I like to help.
I'm going to see if I can do some more work on them to remove the rest of the resulting white areas as well, I'll get back to you if I'm successful.