AE Quicktips #3 Rendering with Alpha

Time for Another After Effects Quick Tip!  This time I will be exploring how to render out videos of After Effects with Alpha channels embedded for use later on in you editing program or just as a proxy within AE itself.  I get asked this all the time in forums, and even though it may be a noobish question, it is still a handy technique to learn even if you have never had to do it.