Of the software you mentioned, you should edit the image in The GIMP. As far as I know, of the three, that's the only one capable of adding/editing alpha in an image. To add an alpha channel, in the layers window, right click the base layer, go to layers, then add alpha channel to add alpha to the image. Then just select all the pixels you don't want and delete them. It should remove the pixels and leave the area being completely translucent.
Also, be sure to save the image in a format that supports alpha like PNG.
__________________  |