How to make JPEG to transparent background?

Hi all,
I just develope a layout and logo for my website in Photoshop 5. I am wondering how to save it in JPEG format without background? When I start develope the layout I have black for background but now I just want to have some texture background when I put to web. Eventhough I get rid of background before I flat all layers and save to JPEG, it has a white background. I search all tutorial and help about Photoshop but couldn't find one. They all mention about save a file to GIF. So the question is can we do in JPEG?

Thanks in advance,
n0d0

You can't make a JPEG have a transparent background. You'll have to save it as a .GIF.

Thanks Deker.

-n0d0

You "could" potentially use a .jpg with transparency, but it would involve importing a graphic as a .png file into Macromedia Flash.
And then leave the graphic as a motionless flash piece. So yeah, in other words, its not really possible. (I just felt the need to add this into this thread)