Oops... forgot about the mirroring.

You've almost got it... just a couple of things you need to understand.
You need to realize is that it's the "3_a.bmp" file that is doing all the magic. The "3.bmp" file can be a solid block of color for all you care... it does not have to have the "3" on it at all.
The black and white Alpha file works like a mask, or a stencil. It affects the "3.bmp" file by making everything outside of the white area (the black) invisible.
Also, you can create varying levels of transparency by introducing shades of grey into the alpha... i.e., 50% grey will make something 50% transparent.
Here's one quirky trick that may make the difference for you... instead of saving the alpha file as 8-bit color (indexed color), try saving it as greyscale. I have to do this (I use PhotoShop) or else the mask does not work.
Good luck... it's really pretty easy once you've done it a couple of times.