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I don't know what settings to change because a "Save as" command can't do the work... I get TIF or PNG but no alpha channel....If PSD has not an alpha channel, how do I create one and set it right?
I have some trees in PSD but no alpha channel, it is just like the white background is transparent...
Sorry if it sounds stupid... I don't know how to do things in PSP

Press CTRL+LMB over the layer with transparency to select the contents of the layer, go to channels tab and create a new channel with the selection.
Now you have an alpha channel

edited: Press CTRL+LMB.... (for not causing confusion)

Thanks, I'll try that...