Transparency in hardware render buffer

#1

How do I save a transparent image?
How do I save a .png (not working)?

This suggests putting alpha on clamp, but it doesn’t work:

http://knowledge.autodesk.com/support/maya/learn-explore/caas/CloudHelp/cloudhelp/2015/ENU/Maya/files/Rendering-Windows-and-Editors-Hardware-Render-Buffer-global-settings-htm.html