Poser's usual grey "background" is an alphachannel. So.. just render and the alphachannel is there all by itself (if you, as L_D said, save the pics in a format that supports an alpha channel, of course)

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You just can't put the words "Poserites" and "happy" in the same sentence - didn't you know that? LaurieA
  Using Poser since 2002. Currently at Version 11.1 - Win 10.