The Player cannot have a transparent background on anything. It’s just not possible.
Where you see a transparent background - eg text, the player “fakes it” by putting the layout background in scaled and offset so that it lines up perfectly.
You could use a text region to get what you want but then you’d have to host the image on a remote server - and then that image won’t load if the Player looses connection to that server.
You can configure the version of Internet Explorer used by following the instructions in the FAQ: