Its nice that those file formats come with that nifty invisible background thingy, but what good is it if you can't drag and drop from a .gif to a .jpg?
Am missing something really obvious here? I had to screencap, fill in around the dude in while, THEN magic wand him out to get him like that! How frustrating! (the guy in my signature)
If you download a .png, then you can open it (with Photoshop, I assume) and it will have the invisible background. I'm guessing it's the same with .gif.
When I started using PS I had the same problem. I thought you could just drag renders in. And it took ages for someone to help me. So yea, save it and then open it into your picture.