This plugin is extremely useful for creating alpha-channel bitmaps for Visual Studio 2010 (even if VS2010 can't properly deal with them and renders the transparency as black).
Just to note that while the 'BMP32 Paint.NET FileType.dll' and 'BmpX.dll' in posts #1 and #5, respectively, both allow Paint.NET V3.5.10 to export a BMPX, neither of these allow the BMPX to be properly displayed in VS2010 (i.e. need to first rename to .BMP). Trying to open the BMP in VS Resource Editor results in a message "Cannot load file. Unknown bitmap format." being displayed twice, followed by an error message