This is what I have noticed:
I click on “Save Output” red button.
“Save Output as Type:” window opens, I select QuickTime Movie.
“Save Rendered Output (Movie)” window opens, I save with a name.
“Output Options–particle5.mov” window opens, I select “OK” as all choices are grey.
pIllusionRender opens “Compression Settings” window, I select “Animation” codec, millions of colors+, quality “Best”
“pIllusionRender window opens, select output:”QuickTime Movie”, movie options set to Animation, keyframe every 24 frames, millions of color+, Best
checked “Save Alpha”
select “Render” button
I playback the result and it still has no alpha channel. What am I missing that is so simple?