No problem.
Yeah the normal textures use black as transparency. So whatever is black on a texture, does not get displayed in game. But most of the textures have a shadow-counterpart. These shadow textures use inverse transparency. This means that here white is transparent, and black gets displayed. This way you can use them as shadows to put behind your textures.
In most cases you will need shadows at least to some extent, because if you don't and you're looking into a bright star or other light background, the light will shine right through the textures and you will not be able to see them. This is where the shadow textures come into play: the more black your shadow texture is, the more shadow you will see and the less light will shine through the normal texture.
Haver a play around with it. To see the difference, you could have a look at both Maximillen's hud files, and my Silicum hud files and compare them. Maximillien's uses shadow textures that are pretty regular in terms of how opaque black is, whereas the Silicum shadow files use less black and thus create more transparency in the HUD.
See? Yet another thing learned!
~ Viper.