Importing .psd's with layers and alpha

I am not sure if you can even use Alphas.
Menus comprise of 2 (or 3, depending on application) components.
1 - Background Image (full colour, motion or whatever you want)
2 - SubPicture Highlight image. This one is what defines the actual button
shapes. Exact naming protocols have to be used if importing full PSD files -
full details are in the manual, or the F1 help files - as you need to
"tell" Encore what is a button, what is a poster frame, what may be a
video placeholder etc.

No alphas, really? Without alpha, every subpicture I import just looks like a
big square when it highlights, because the entire thing ends up highlighting.
How do you separate things without an alpha?

Also, I think I've got the right name prefixes: (+)for the main button, and
(=1)(=2) for the subpictures. And I'm not using any anti-aliasing.

I'm not sure I'm importing things the right way though. I've been creating each
individual button as a separate .psd with three layers. I then import it as an
asset, and I end up with a flattened image. I've now tried importing them as
menus, and that seems to preserve the alpha until I convert it to a button, then
it gets flattened again. And whenever I try to add them to my main menu, it
turns them into a completely different pre-made button. I think this might be
because I started out with one of the pre-made templates and just deleted all
the buttons so I could make my own. Not sure how to create a menu from scratch.