Save for web question

I want to save a layer I made for use in a webpage. I deleted the original background layer and see a checkerboard background, indicating that only my layer exists. However, when I save for web, the jpg is back to having its original white background. How can I create a jpg of just the layer I created?

Jpeg does not support transparency.

You need to save your file as either a Gif or PNG. Which you choose will depend on how many colours you have in the image.

Another way to simulate transparency with a Jpeg is to put the image layer on a background that is the same colour as the background on the web page.

I tried saving for it as a gif with the transparency option turned on but it still doesn't work...

No, in photoshop's save for web preview it has a checkerboard pattern indicating it's transparent. My computer is new enough. Here are the steps I take:

1.open a new file in photoshop and specify the dimensions.
2.rename the original background layer to layer 0 and delete it.
3.draw a rounded rectangle, right click-->fill with color.
4.file-->save for web. When the dialog pops up I save the file as a gif like the other poster suggested. In the save for web dialog I see that the image still has a checkerboard pattern indicating that this file only consists of the rounded rectangle I drew.
5.When I embed the gif in html I see that the white background is there.

The background isn't there anymore, but the spacing around the rounded rectangle is. I guess it's impossible to just make a shape image in photoshop. I've solved this problem by constraining the dimensions of my image to my shape.