I use a plugin for Paint.net called 'Alpha Mask' - this works great if the background is a solid black/white like that:
You just need to select the entire image, then copy it, and then choose the 'paste from clipboard' option in the plugin.
ALTERNATIVELY you could use an additive blend mode while drawing that sprite, that's probably what was intended - in additive blend mode, sprite colors are added to what's already on the screen, and since black is (0,0,0) the background colors are not changed. The bright parts also look "shinier", for this reason additive blend mode is often used for special effects like fire, sparks, magic, etc.
draw_set_blend_mode(bm_add);
draw_self();
draw_set_blend_mode(bm_normal);
Get the Alpha Mask plugin hereGet Paint.NET hereHow to install plugins in Paint.NET