As far as I know you can't.  If you're looking for transparency you're going to have to render an alpha channel.

Check the "Render Alpha Channel" box in the File Format menu in the Options tab of the render room.  Then you can save in most of the available formats and get your transparency using the image manipulation program of your choice.

I was going to recommend rendering to a .tga file but I just did a quick test and Photoshop can't open anything saved out of Carrara as a .tga.  Anyone here now how to file a bug report on something like that?