i wrote an article about alpha channel creation in the WIKI.
http://www.coniserver.net/wiki/index.php/The_Alpha_Channel
hope you don't mind i took your picture as exapmle, do you?

cheers.

I meant to ask, how did you make it? (I was away during the weekend and I forgot to ask). I thought the black areas were transparent but they were white.

hm, i do not exactly understand your question, for me all black areas are transparent...
look at the tut i wrote, i used "make mask form opposing values" (or whatever it is called in a non-german version) to change from white to black.