Umm.... when I went to layers to add the alpha channel or whatever it wasn't clickable. It was that grey-ish color meaning you couldn't click on it. Bleh, I'm bad at explaining and I can't get a picture of it.
You could paste the UV map on as another layer instead of doing the alpha channel thing. The UV map is transparent anyway so you can still see through it.
Open the UV map on a new GIMP window then press CTRL A to select all then CTRL C to copy it. Go to the window with the black background and press CTRL V to paste it.
When you paste it on and it looks like this:

Click that little Paper icon or the New Layer button. When you're done making the markings delete the UV map layer by clicking that little garbage bin icon. Hope that helps c: