In case you're not using the GIMP software, be sure that your height map is all on one layer. If it isn't already, merge the layers down. Also make sure there is no Opacity/Transparency in the heightmap either. For example, don't save it as a format for transparent images, choose the flat option when saving.
5- Make sure the Alpha Channel is not on. Go to Layers > Transparency and if it says 'Remove Alpha Channel' is available, remove it.
If you're going to download GIMP for this, I'd recommend that you try to find an older version of it because the newer version has a bit of an issue when it comes to saving something as a .png. If you do end up getting the latest version, when you try to save the heightmap as a .png, go to the link that comes up when you do; that'll save it the correct way.