Transparent backround in my shapes HOW?

Hello.

I am using CS6 I am took the class on demand by Sue Jenkins the whole thing. I am still having a couple of easy, or what should be easy challenges. For one:

How do I Export this shape, as  PNG so that the center is Alpha too? Before you say click the Transparency box, I did. I even tried to mask it before addin the effect I wanted. Howver On Export (see Pic) I still get a Wt BG in the center? I am sure this is an easy one. And maybe that is why it was not gone over in the Tut's.

Thanks for exact path directions in advance.

NC

Tried this:

Getting this: But the Center is white on import to AE???