the models won't export.

No, no, no! JPG is not suitable: it destroys all transparency and gives the image a poor, grainy quality. You need to use formats that support transparency and don't ruin the image, such as PNG, PSD, TGA, PDN. There are many of them. And in general, it's better to get an editor; Paint.net is free. The standard Paint does not support transparency, so it's also not an option.