Just to clarify, you can also select any one object and have it render just that object as a mask. That's why Phil had you select all the objects in the scene first. Also what a mask is, is an image that tells your paint program which parts of the image to make visible in the final product. The more white the image, the less transparent (and thus more visible) your image is on that pixel. In this way you even get antialiasing over from the original pic, so if you place it well in your finished product (be it a game, or a scene, or whatever) it looks just like it was rendered there by Bryce.