Color Key for sprites in OpenGL mode

I have decided to add OpenGL output for my 2D sprite library.
I have problems: is there any way to use something like
SDL_SetColorKey()? My sprites is in BMP format and the only way I know -
to get every pixel to set alpha…
I saw SDL_OPENGLBLIT flag but couldn’t make it work.
Thank you very much!
Evgeny Bronnikov