How do I Render a Image with a Background as Alpha?

I am making this "ICon".
So its just the object and the background of it must be alpha channel, 
so when I use it other places it will not show as black or white.

What settings in World/Render panels do I Need?

Thanks for the help! :)





------------------------ Yahoo! Groups Sponsor --------------------~--> 
Get fast access to your favorite Yahoo! Groups. Make Yahoo! your home page
http://us.click.yahoo.com/dpRU5A/wUILAA/yQLSAA/_iFolB/TM
--------------------------------------------------------------------~->