the "xxxx_alpha.bmp" is an add on file to make the main file work correctly. So you would have an "boredot.bmp", and a boredot_alpha.bmp" these two files are meant to work together. An alpha file is used to adjust transparency. Using different shades going from black to white allows more transparency or less depending on the shade. This allows more, or less of the main file to show through.
You would choose the file with out the "_alpha" in it, but it would bring it along anyway. This is how they get those "glowing" site you see every now and then in the screen shots.