Transparent texture in Blender?

[Venus Nurmi]

And here is me with another question.

I want to use a texture that has transparency on my wing and as far as I know I need to use that texture in blender to get the uv thingie/whatever right so I can then upload to SL.

I've looked at some tutorials on how to use transparencies in blender and though the image looks transparent where it should on the material thing at the bottom, on my object the transparent parts are white.

So how do I fix this? I don't want to model a very complex object, I just want to use a transparent texture, I'm lazy!!

Thanks a lot!!