Why does the background of PNG images turn black?

Whenever I try to download or copy and paste a PNG image (this image for an example: a href="http://upload.wikimedia.org/wikipedia/commons/thumb/1/18/Canada_fed_election_2011_results_by_riding.svg/500px-Canada_fed_election_2011_results_by_riding.svg.png" rel="nofollow"http://upload.wikimedia.org/wikipedia/co…/a ) and open it in Paint or GIMP, the background of the image turns black. The black text is also lost, even if I try to change the background back to white. I have Windows Vista, and it happens with IE and Firefox. How do I stop this from happening?