Preserving Transparency in Filmstrips

I have filmstrips (collections of images in one file) that require some transparency. When I extract out an image from the filmstrip, copying the segment of image from the filmstrip image, I lose the transparency.

Am I doing something wrong, or is this not possible? How do I preserve the transparency from the filmstrip in the individual image?

You need to be careful with setting the alpha composite mode when blitting to your destination image.

I think there is something about this in the Wiki,