help me if you can...

i'm having trouble getting the gray box to go away from my .png files. i'm using PSE6. for some reason, these files do have the clear background, but when i try to pull them onto another item (picture, background paper, etc.), it has a gray background box around it. i'm getting VERY frustrated. had to have a friend use his PS (full version) to get rid of the boxes for the Indigo Night layout. can anyone help me? i can't figure out what i'm doing wrong. i think i've tried clicking every button and choosing every option available to me. i've tried the "group with previous" thing (saw that suggestion in the magazine Digital Scrapbooking 2) but that doesn't seem to do anything. HELP!