As I said in the other thread, it appears you're doing something wrong. You either pasted just the distance render as the Alpha mask, ie haven't merged the layers, or something similar. Check the layers, check the alpha map in Channels. In the alpha mask, you HAVE TO have a white area. Or you are not selecting Alpha 1 when loading the selection. I'd need to see the Photoshop settings, cause the picture of the render won't tell me anything more than your post did. And besides, somebody else might see a problem I don't see, so please, post it here.

-- erlik