aww, my version can save them but maybe its a more recent one. I dun know :o but yeah I somehow manage to get it mostly transparent though I had to give it borders since I animate in gimp and gimp is poopy and wouldn't let me save it at 100x100 unless I added something to the corners of the image.
Link
Wuvvums
You got it to be transparent too O:
I can't save transparent .pngs in SAI so I gotta work with having a background :B