Do you mean you want the black in Background to have an alpha? In that case... it is already there. Just specify in your Render Que to export rgb+alpha and your NLE will pick it up. May need to render in your NLE as well...
But if that's not what you are looking for, please clarify. ;D
I understand it, but what I need is different.
I want to make a composition, with some part consist of alpha channel, then I export as avi.
The reason is that someone else will do the rest on NLE, and I want that they just simply drop the avi to the time line on upper layer to create masking effect.