World Texture & Transparency

So I have been following this tutorial, but with a few adjustments of my own. I didn’t want the background/backdrop that was suggested in the video; rather I want a transparent background for this ring. I don’t really feel like extracting it in GIMP, so how do I render with a transparent background in Blender? Does having a texture
set to “world” (or whatever… I don’t know all the proper terms as this is only like my 4th Blender project) make it impossible to render as transparent?

http://gfxuploader.com/images/ay8giqr8gtb6sjbc4gv0.png

As you can see the HDRI image I used and adjusted showed up as the background, but I really don’t want that.

Help?

In the Render / Layers panel you can untick Sky.
If you want a transparent background you will also need to set the render image format to one that can have an alpha channel such as .png and set the output to RGBA