Well, not all parts of a skin can be alphaed and frankly I've never used PSP so I'll give you the best advice I can.
On your layers box, there should be a subchannel labeled channel. To alpha, you need to create an alpha channel, then you can color in the spots that you want alphaed out. Keep in mind that not all spots on a skin can be alphaed.
If this doesn't work then simply erasa the parts of the skin so that there is absolutely nothing underneath. You may need to duplicate your background layer depending on what file format you are working with.
I would also like to point out that although there is no tutorial, this question has been asked countless times and you could have looked for an answer in an existing thread.
