It looks like you are saving as a JPG. Never do that except for sample renders, and then use the high quality setting. I almost always save as a PSD. PSD is Photoshop format. It saves the alpha channel (transparency information), and it is compatable with most image editing, and graphic paint programs. You can't put it right on the web like that though. You'll have top take it into a graphics program and resave it in a web format. But then you'll have more control over the quality, and have the option of doing post work on it if you want to.