What do you mean with "when I try to import one of those"? How do you add your models to the scene? The correct way is to rightclick one of the editor windows, then go to Add -> Add model.
The alpha channel is an optional 4th channel of your image which can store transparency information (-> google). If you'd have one and it were completely black the models would be invisible.
Try to remove the material settings.
Sample projects don't even open for me D:
Please specify and don't only say "there is an error" (if applicable) but say the name of the error and the complete error message.
