jpg doesn't save transparency, the best would be png, but I'm not sure photoshop 5 works really well with transparent png's if at all.  I think it's a format that Adobe finally looked at in ps6 maybe even only in ps7.  You can try, because I'm really not sure at all, I can't remember very well how things were in ps5, it's been a while.

Here's your last one saved as a png just to show you how it would come out, I've removed quickly and roughly the white pixels around it and resaved is as a png.

Lucie
finfond.net
finfond.net (store)