In the previous message, I found it is working perfect. But, it can be done a lot easily, as is described by the first message by "barnabas at kendall dot NOSPAM dot net". Though, it don't work totally, instead of using imageAlphaBlending, you have to use imageSaveAlpha
So, I found the corrected and smalled code would be
<?php
$im_a = @imagecreatefrompng("a.png");
$im_c = @imagecreatefrompng("c.png");
imageSaveAlpha($im_c, true);
imagecopy($im_c,$im_a,0,0,0,0,200,200);
header("Content-type: image/png");
imagepng($im_c);
?>