I really need to make an simple solid image (like with circle or curved rectangle) a transparent background. I can draw the image (using the elliptical tool) but I'm really struggling to get the background transparent. I create an image with no background and draw to image (which is solid) and it looks fine. When I got to save it however the background (that was previously clear) turns white. I've tried saving the image as a .jpg and .gif but neither work. I've also had a go with layers but I'm not good with them and can't work out how (if possible to do it).
What file type should I be using when saving transparent files and more importantly how do I make them?