Are you using the Full edition, or the Free edition of ArtRage?
In the Full edition, you can set the paper opacity to 0%, then export the layer or painting as a PNG, and the transparency will be preserved.
You also have the option of importing the transparent PNG to a new layer, which also preserves the transparency.
In ArtRage, we treat paper and paint as separate sub-layers. You can independently change the paper beneath your paint. When you import a transparent PNG, we turn the opaque portions of the PNG into paint, and apply that to the default paper. But you can edit the paper settings to make that paper totally transparent, which will leave your paint (the imported PNG) against a transparent background when you export it again.
AndyRage's mantra for graphics engine code:
"Sure - how hard can it be?"