Use a decent art program like Photoshop, or Fireworks (Paintbrush will do but its tedious) and draw for the Health/Ammo/Jet icon files. Draw a rough outline of what you want and where things will go, then colour it in a base colour. You can detail it later once you know you have everything in place.
Depth
They all have their own depths, that is, what layer a graphic is to another. The easiest way to tell what graphic will go on top is by the list in Interface Maker, though its not entirely accurate.
Health<HealthBar<VestBar<Ammo<AmmoBar<Fire<FireBar<Jet<JetBar
So if i want a background/shell to be behind everything, I pick the HealthIcon. If I want the HealthBar to be behind the background/shell (because the bar isnt a pure rectangle), I would use the AmmoIcon, and cut a 'hole' where you want the bar to show through.
Transparency
If you are saving as bmp, remember to have the background #00FF00 green. However if you are using something else, save as png and have a transparent canvas colour.
If you are using bmps, you can only apply semi-transparency over the entire interface as a whole through Interface Maker. But with a png, you can have anything whatever amount of semi-transparency you wish.
An annoying thing is Interface Maker will only load bmps when you preview, but Soldat will always pick the png over the bmp when you run the game.