First, take your base icon and paste it into PSP.
Next, select the paintbrush tool
. Adjust the width of your paintbrush as needed, and be sure to select a color that is NOT in your base icon (bright fuscia or pink usually work, but ANY bright color that is unlike another color in your icon will do.)
Next, draw in the desired pattern that you wish to be transparent. Add your icon's border as necessary.
Then, copy paste your icon into Animation shop. Go to Animation and choose REPLACE COLOR. From there, change the OLD COLOR by clicking on the color in your icon that you wish to replace. Make sure that you select replace with TRANSPARENT OPACITY.
Save your icon as a .gif and this is what you should get: