Heh I knew this would come up, because a friend had the same question. Lyra's the one giving BonBon a lesson in walking. Or at least that's the way I saw it when I finished the drawing ^^ 'BonBon's Lesson' just doesn't sound as nice...
And transparent BGs on SAI? SAI seems to default to a transparent background; at least mine does. Unless I specifically fill the background, it assumes I want it transparent; so long as I export in PNG format, that is. I don't know about any other formats, since I only ever export as PNGs.
In my experience, SAI gives every layer a transparent background, but as soon as I export the drawing as a PNG, it automatically generates a white background. I'm not sure why, but I've heard some others had the same problem, and I'm not able to find a solution.
When you save in .png, a dialogue pops up that asks you wether you want to save it with 24 or 32 bit per pixel. If you want a transparency value, save it with 32 bit. (I think that is even written in the dialogue box.)
My version of SAI is lacking that option. Whenever I save as PNG, it immediately saves without a window that pops up. I do get a window when I save to JPG, to choose the quality of the image, but no such thing when I save to PNG.