On the filters that are meant to have an alpha (not all) you can select fr om the "File" menu "New Image" this will bring up the new image dialog box.....Click on the background color and the color picker will pop up....
Now go to the sliders on the right and put the slider marked "A" all the way to zero...This is the place wh ere you would choose the color of the background and the background transparency as well...
I have put the steps and dialogs below..


Stupid things happen to computers for stupid reasons at stupid times!