Rendering with an Alpha channel

I am a newbie. Using fusion to remove green screen and want to render out with the removed area as an alpha channel to use in Sony Vegas. Is this possible? If yes, what settings / file type/ nodes would I use.
Thanks for any help.

You can use any file format that has alpha support, and that Vegas supports.

TGA
TIF
PNG
MOV (must select 'attempt to save alpha'

Alternately, you can save RGB and add another saver and select alpha to rgb. Now you will have both rgb and alpha as two separate plates.
Note if you do this, you need to make sure Vegas will not multiply the alpha, if so, you need to turn off post multiply from the keyer do avoid double multiplication of alpha against rgb foreground.

Where is the "Attempt to Save Alpha" option? I don't see it in the Saver node anywhere.

And speaking of green screen -- is there a good video tutorial on using Primatte effectively using ONLY the free version of Fusion? It seems like each time I've tried using Fusion for green screen with, the option that seem like they'd make a different in getting a usable keep are disabled in the free version.

Where is the "Attempt to Save Alpha" option? I don't see it in the Saver node anywhere.

It will be in the Format tab. You have to set the codec to something that can use an alpha, though. For instance, if you change the Compression field to "PNG" the check box will appear.