Weird transparency (Alpha from Grayscale) in Texture imported directly from Internet

Hi, I don't know how can I solve this, but if I download an image from Internet, and I import it into Unity (directly), and I apply "Alpha from Grayscale" & "Alpha is transparent" properties my texture gets weird, example:

I have this image of an accorn...

When I import this image into Unity it looks like:

If I set to true this two options...

And apply, the image looks like this:

So, I want to know if there is an easy way (without photoshop, or any external tool) to make the image look like the original?

Thanks in advance.

Bye. :)