There are two ways to do this. One with just the basic tools provided by paint, and another with a very useful plugin.
1. Expand the colour selection window.
2. Click on the secondary colour.
3. Change the secondary color to something fully transparent.
4. Click on the gradient tool (or 'G')
5. Change from "colour mode" to "transparency mode"
6. Change from "normal blending" to "overwrite"
7. Click+drag and release the gradient anywhere on the image.
8. Save and you're done.
Don't forget to change the modes back when using other tools. Some tools like lines and shapes share these the settings.
0. Download the Curves+ Plugin
and drop it in the Paint.NET\Effects folder/
1. Click on "Adjustments" menu
2. Select "Curves+..."
3. Change from "Luminosity" to "Advanced"
4. In the white center window, Click+Drag to the upper left corner. Drag a little bit past the corner to be sure.
5. Click ok and save the file.