Anyway, I can switch the colors quickly with PSP. It's just that I thought it would have been easy to do with Allegro. It's not a hard thing to do. I am not sure I understand why the library does not support selecting the transparent color...
It's not "a hard thing to do" to convert it to whatever is nessecary yourself. Which is the same end result as having it set-able. They even gave you the code to do so. Cutting the work you have to do virtually down to a "cut and paste."
So could Allegro support changing the transparency color? Yes. Would it be worth the effort of recoding every single function that takes that into account? Probably not. Also, you now have a speed loss, because your using a variable in RAM, instead of a hard-coded constant.
And PSP? I assume you mean paintshop pro. Which is a professional graphics editor. Not a game programming library. So certain features are expected in graphics editors.
Lastly, your need falls under the "utility" category and therefor not nessecary the "game programming library" category. Hence, why I really doubt you'll find that in OpenGL, SDL, DirectX, etc as well.
I really hope I'm not coming off too harse.