HuffyUV is a codec that will give you an alpha channel in an animation.

This link is info all about HuffyUV.  http://neuron2.net/www.math.berkeley.edu/benrg/huffyuv.html

This link is to get the codec.  http://www.divx-digest.com/software/huffyuv.html

This thread has Little_Dragon explaining how to configure it when rendering an anim from Poser.  http://www.renderosity.com/mod/forumpro/showthread.php?message_id=714659&ebot_calc_page#message_714659  

So you can do it with an animation, but as the guys above say, it's probably better to render to individual frames.