Jpg's and alpha channels

I downloaded the free Monster toolkit from Rampant Design. The skin texture files are jpg's... How do I get these to work with alpha channel in Fusion? I watched a After Effects tutorial where they are using the alpha channel with these jpg's. I always thought jpg's didn't have an alpha channel...

Any help would be appreciated, I'm a fusion newb.

JPG and alpha would be news to me, perhaps they are meant to be blended with the background and not alpha? Did you try different modes like screen?

Never mind... They used multiply rather than screen or normal. No alpha channel was used.