This is something I would love to include, but unfortunately I see no way to do so. The save function works this way: A screenshot of the are is made and this screenshot is saved as a jpg file. I could save it as a png file, but even then it has no transparency.
Perhaps a better coder could solve this problem, but as far as my knowldege goes it seems to be impossible.
So unfortunately the only way right now is this one:http://www.sp-studio.de/faq/
(How can I use my own background image?)