In Gimp here's what you do:
Copy paste the images into a new file (to rid them of their colour indexing), set the black colour in the images to alpha channel. Paste on main sprite, win.
Bear in mind that effect layers are upscaled 2 times to fit on the main sprites, but you seemed to have got that already. Given its similarities to photoshop, I can't imagine the steps are too much different, only I don't know what the colour to alpha command is called in PS.