About the transparent of AVI clips.

Dear Express,
recently I've use Premiere 4.2 to create some silent AVI clips which is
compress in RLE 256 colors format. Then I import them in Delphi 3 but I
can't make the background disappear like other bitmap files.
But I see the silent AVI clips built in with the windows95 -- the
"Shell32.dll" file, the animation such as copying files, deleting files,
those AVIs can be transparecy very easily. What the matter in deed? Please
Help! Thanks a lot
                                                        Anthony Loi