ArtIcons Pro merge layers

http://www.aha-soft.com/articons/

1. have two icons, both transparent background
2. it is said in help that saving this should merge layers -> I see no effect
'saved' is always only top layer, even if I set layer opacity to something other than 100% , no effect. Even tried to do one img smaller, no effect --> no merging.

Anyone has any tip ?

it goes like this, u see two layers, pick one,copy, paste onto the other, and that is it.