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When doing softkeys, wallpaper and statusbar,...you dont need to save them in PNG, since they cannot be transparent in standby or desktop view (theres nothing underneath these pics)..
Just save them as ordinary Jpg

(when saving in Jpg, save as Normal, not progressive mode).
PNG transparent files are used for eg highlights and tab buttons.
PNG also can be big in KB/file-size, so my advice is to use Jpg instead

And the reason why your softkeys will not work, might be because in the theme creator, the softkeys also have a "background colour", and program might not be able to identify the transparency...
When you set colours for text in Theme Creator, there will be small red squares behind colourcode, if these do not match each other.
BR
Jan