How do I create ExplorerFrame.dll navigation buttons?

[AeroFTW]

I'm making a Windows 7 theme, and as a flat, metro-inspired theme, it's not very complex. With that said, I couldn't find any ExplorerFrame.dll's from other themes that would match this one. I'm trying to make my own explorer buttons, but it's apparently more complicated than I thought. I know how to extract and save the bitmaps from the dll and everything. The issue is actually creating the images themselves in photoshop. I don't know how to keep some parts of the button (i.e., everything but the arrow) translucent while keeping the arrow opaque white. I've heard terms like "alpha channel" and "alpha layer" thrown around when I was googling this, but I don't really know anything about that. All I got out of the few tutorials on alpha channels was that it's a way to save selections. That doesn't even seem relevant. When I tried to re-insert my bmp into the dll, I got a floating point error.  Anyway, what I'm going for is a translucent blue square with an opaque white arrow in the middle.

Help, or even a tutorial, would be really appreciated!

[3am]

I don't use Photoshop but:

1) Start with a solid blue background
2) Select the background with a Selector tool likely a wand of some kind
3) There must be a Layer tool where you can adjust the opacity of the background. Probably a slider.
4) Once you get the opacity the way you want it save the image as a 32 bit BMP

Don't know about your Floating Point error. Never saw it.

[AeroFTW]

I managed to figure it out right soon after I posted. I figured out that I had to select the area I wanted to keep visible, save that selection, and apparently that's it. It was actually pretty simple.