Try merging all the layers and exporting the project as a png. Also check and make sure you are working in RGB instead CMYK. RGB is for video and CMYK is for print so the transparency will only work if your project is in RGB. Hope that works for ya!
As of right now even with the release of CS6 you can only use XML, OMF, or AAF files to exchange between premiere and avid. Here are the updated features from CS6:
The interchange format section starts at the bottom of page 12. Any reason why you don’t want to use those formats?
As far as using Automatic Duck, a year and a half ago Premiere wasn’t supported by AD, but Adobe had just hired a “father-son automatic duck team” to figure out a solution, so there may be an updated plugin.