Make that area one color and throw it on top of all other layers (for organizational purposes... so you're not drawing there when it will be alpha'd out in the end).
Paint the area you don't want completely black, index colors. Leave the rest white 255. Then, take that layer and throw it into greyscale to be certain. Save in 256 colors, and name P40ESD_a.bmp. Throw it in the directory and there you go.