How do you create a transparent background in AE

Hi--I'm using AE CS5 on a MacBook Pro and I'm brand new to using AE.
How do you create a transparent background?
I need it because I'm creating a shatter effect on a photo and want to import the AE movie into FCP and have it play on one layer while beneath it  another image will be seen when the shatter effect takes place.
He'p me, cap'n!


Hey Guys, thanks for your replys!!
Wow, there's a lot to check out there--great!
I hope I'm on the right track, I just watched the video about preserving transparency and maybe I'm stupid, maybe cause I'm new, but I just want to be sure I'm on the right track. Sorry if my question was confusing, maybe cause I am a bit new.
To reiterate: I want to export a short AE movie of a shatter glass effect on a picture. The background needs to be transparent because I will import the AE movie into FCP and place it as the top layer. On a layer beneath it will be video I want to seen as the shatter glass effect creates a 'hole'.
I believe this url tells me how to do that:
Thanks again!