hi renizans,
if you are working in SBP 2010 and you want a transparent background, you have to do your work on a layer leaving the background layer empty. Save the file as a .psd (native photoshop) open in photoshop and delete or turn off your unwanted layers. SBP will save your layer structure in the photoshop file format, but doesn't with any other, not even tiff. hope that helps.
Best, Jamie.-