ZBrushCentral

Alpha doesn´t appear...

Do Someone knows if is it possible to paint a character, for example, with some colors onto a default material, after that do the uv´s, finally the PSD I export dosn´t have the alpha channel. But if I paint with a texture the it generate an alpha which I can see in photoshop.
How I have to do to export something paintied onto a material with alpha channel?
I tested it too by “pryection master”, I thought maybe the painted things you draw in the pryection, zbrush would create an alpha channel at the moment to export this in a PSD.

Please, help…