when i export these images as targas it doesnt always save my alpha channels, but sometimes it does!

when it starts rendering it always shows the background colour but when i open them in photoshop it doesn't always preserve the alpha channels!
it doesnt make sense, what am i doing wrong?
also;i work with cut out images, and they are sometimes soft edged. i need the same soft edges on my targas (in alpha channels), but if it excidentily has kept the alpha channels it makes ugly borders in the background colour where it should have been soft.... playing with the 'preserve alpha channel' button does not seem to help....
i hope somebody can explain me what i'm doing wrong....
thanks allready
