I always use the selection tool, and I used to do it one at a time. What a great thread - I've learned some quicker ways! Thanks!
Anna, if the alpha is purple, then it should be purple when you place it on the background paper. I think the only way they would turn the color of your background paper is if the alpha was clear. However, if they are not clear and you want them to match your background paper, you can recolor them. You can also use the alpha as a mask and clip another "sheet" of background paper to them and then you will have an alpha made out of the same paper as your background.