Save pic with no background?(Photoshop)

I'm pretty new to Photoshop and I've been trying to save a Picture, I made, as a JPEG without any background at all, but it always has a white background to it. All i want is for the picture itself to be there without any background at all. How would i go about doing this? (Sorry if this is the wrong thread to post this)

JPEG does not support transparency background. Once you make the background transparent in Photoshop you have to save the file in a variety of formats, such as GIF, TIFF, PNG and of course PSD.

How do I save it as a GIF? I looked under format when I press "save as" and the GIF format isnt there... am I missing somthing?

scratch that last comment i figured it out. thanks for your help.

What version of Photoshop? Did you look for Compuserve GIF?