Problem Creating Transparent PNG on GIMP Windows

I hope someone here can point me to the answer for my problem. I'm 
trying to create a transparent PNG in GIMP on Windows. However, it 
always appears with the background in the web browser. The 
instructions I followed were:

1. Open Layers menu and choose "Add Alpha Channel" 
2. Open Select menu and choose "By Color". Accept the default 
   settings. 
3. Click the background to select a sample.
4. Open Edit menu and choose "Clear". 
5. Open File menu and Save, or Save As. 

However, it never works. In GIMP it appears as transparent, but in a 
brwowser it does not. I know others have done it, since I downloaded 
the PNG from the "tutorial" and it appeared transparent in my 
browser. Do you have any idea what I'm doing wrong? I am using GIMP 
1.2.4 for Windows. Any help is greatly appreciated.

Thank you!