What format is the movie in? It'll need to be either an image sequence or a AVI on Windows or Quicktime on Mac for you to bring it into pI to add effects too. To add particles under an object, you'll need to render it with an alpha channel, unless Swift allows you to import a clip you create in pI and place that below your objects.
color images in video programs are usually 24-Bit or 32-bit. each color channel (RGB) has 8-bits, so that makes 24. When you have transparency information (like where you have a logo, with the rest of the image transparent) then you have a 4th channel, called the alpha channel which is the other 8-bits, making it 32-bit.
In some programs you must tell it to use an alpha channel when rendering out your video or image. TIFF, TGA, and PNG's can carry an Alpha channel, but JPEG cannot.
So try outputting as PNG and see if it gives you any transparency options...
If not, import the footage into pIllusion, and see if it has transparency info anyway. It may do it by default.