Well first of all what version of GIMP do you have?
In GIMP you can simply right-click on a layer and a menu should pop up, with something about Alpha Channel being near the bottom. If an Alpha Channel is enabled, the option will say "Remove Alpha Channel", which you will then click to remove it. If it says "Add Alpha Channel", leave it alone and don't click it, this means there is no Alpha Channel enabled. An Alpha Channel is basically what enables a layer to support transparency, if a layer does not have an Alpha Channel then it cannot and will not use transparency, which Map Maker doesn't support transparent layers. And GIMP will bold the names of a layer that doesn't have Alpha Channel enabled.
Also like Kiki mentioned, the heightmap must be 513x513 and in grayscale mode (simply painting in whites, blacks, and the in betweens isn't enough).
You can also try using .jpg instead of .png. I just tested a .jpg heightmap and it worked fine.