transparent background

[lioric]

i'm new to photoshop
i want to make a picture with a transparent background
but even if i check the transparent (checkered) background at new canvas, when i export the file i get a white colour background.
i want to make the background completely transparent like the icon files on a desktop( most icon have diferent shapes, but it has no white space)
so can any one tell me how to do this.
also can it be because of the export file formate, like jpeg?
so plz let me know what i am doing wrong.
and if it is file formate plz tel me the type of formate that i could export to

[CujoRbd]

jpegs don't support transparency... you'll have to save as PSD, GIF, or PNG to keep the transparency. do PNG if you want more colors, as GIFs only support 256 colors.