When you render to a Codec you will loss the Alpha channel as a compressed movie file has no need for.  In normal movie making the making of a movie file AVI/ / WMA /MP4 etc. is the final step prior to distribution.  So your options are render to frames and export with the Alpha channel anc combine together in your movie editing program OR use a Blue/Green Background and Chroma Key it out in your movie editing program.

Poser 5, 6, 7, 8, Poser Pro 9 (2012), 10 (2014), 11, 12, 13