Everybody knows that internet exploser doesn't make blank backrounds when you copy a sprite unlike Firefox, right? Well, it doesn't work for me, and I really need to practice pixel-overs! Does somebody know why IE is creating the backrounds?

First of all, I would assume you mean Sugimori.
Secondly, it will be because whoever made the image transparent used that colour for the transparency. Try screenprinting what you want and pasting it into your image program.

Hm, what would happen if I pasted it on GIMP?

I did my avy on the Gimp so it should work. try making that background transparent but save it as .png or .gif. if i am way off the mark please inform me.

You are going to have trouble tranparencing Sugimori art, they have anti-aliasing on white backgrounds so any transparency is hand done with some kind of eraser brush

For normal sprites all you need to do is copy and paste - using print-screen if necessary, then you will have to select (if possible) and delete, or just manually delete the colour...