I dont know if this applies to what you are doing but for 3D object renders, here's one quick way that works for me:

1. In atmospheres select - "Effects" - then "Others" then "Black Back" (Solid black sky for use as a mask).

2. Export using broadcast/render to disk/options: save colour picture, select "TARGA", when you click ok the 'picture format options' dialog box comes up, select "16M colors" and SELECT the checkbox for "EMBED ALPHA INFORMATION" - click OK.

3. You can also elect to save an ALPHA MASK or DEPTH MAP at this stage - depends what you are doing. Click OK.

4. Click render.

One thing is if you are importing a 3d object like a "House Door Key" from Maya or Max into Vue and want to do a simple texture, rotate and render, if you apply a reflective material in Vue like chrome to the door key, it will render black if you dont adjust the material as it reflects the black environment. Duh I dont know Vue that well so I am sure there will be a work around.

These targas work fine in Motion but should be ok in After FX or whatever.
This is probably a very retarded way but I am not a Vue expert. 

Regards
Mick