Erm, I just thought of something. You might want to recapture all those screenshots, only with a different transparent color, Freedom. Making all the black transparent doesn't look right, but neither does only making the black that's around Link transparent. So, yeah.
Edit: Nevermind, I see the black and the transparent are saved to the picture, since ZQuest decided to grab both black and pink (which wasn't visible in the image anywhere). You just can't SEE that they're both saved in the image.