The alpha channels is the way you store transparency information in a image. Consider that you don't have simply opaque or transparent pixels, a pixel can have any level of transparency. For example glass, see-through fabric etc. An alpha channel stores the information about the transparency level. If you don't set the BG in Studio and save the image in PNG or PSD, you will end up with an alpha channel that you can use to superimpose the figure over a new BG.
I'm not familiar with the GIMP but it can easily work for static image by loading the BG into a layer, load the Studio image in another and by blurring the BG with a Gaussian or lens blur, don't know if Gimp has it, to simulate Depth of field.
Once you get used to the workflow it becomes much faster and simpler than trying to fight with the lights :)

Paolo

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