java - Tilesets - how to make the pink color appear transparent

recently I searched for some free to use Tilesets on the internet. And wherever I found a sheet of sprites there is this pink color in the background. i know that all the spots having that color should be transparent later on but how do I do that? And has it any other special use or effect on the tile data? An example of those sheets can be found here: http://opengameart.org/content/rpg-indoor-tileset-expansion-1