HELP IMPORTING GIMP IMAGES FOR RMXP

I'm trying to import images that I've made in GIMP for my battlers in my game. However I can't manage to make them come so the background's transparent. I've drawn them with the transparent background in GIMP but they don't come out like that when imported in the rmxp.

I talked to my brother about it who uses GIMP a lot and it may turn out that I was trying to use Jpegs to do it when he tells me that it doesn't handle transparency.

Thanks for the help.