Transparent Image (GIF/PNG)

I have a picture of my car that I cut out of a picture, pasted it into a new image with the 'transparent background' option. The windows and some of the space in between the wheels are transparent as well. I applied a drop shadow to the car to give it a little depth, I'm pretty such this is part of my problem.

Oh yea, I'm using Photoshop 6, I'm pretty new to it. I use the save as web image thing, and I can't get a proper setting for a .gif export (they all look like crap, the drop shadow defaults to a flat black color). So I tried a PNG 24, and it keeps the drop shadow looking nice, but it adds a background color in place of the transparency.

Can someone help? This is my first post, be nice to me

GIFs can't support translucent pixels; a pixel is either transparent or opaque. When you add a drop shadow, a white BG goes behind the translucent pixels and gives you that ugly look. And I think PNGs aren't supported that well on most browsers.

Thanks for the reply. I wasn't concered with using the image on the web, I wanted to use it for my wallpaper.