well you see, the problem is that with .jpg's you aren't allowed to use transperencies. (unless I'm mistaken)
If you want a transparent background (it won't show the white, instead it'll blend in with the page's background) you will need to save the image as a .gif. Gif's are also a much better idea if you are saving shapes and you aren't using alot of colors.
Although, one thing you can do for a .jpg to blend with your page's background is to open up that file and create two layers on it.
On the top layer have your shape. On the bottom layer use part of the page's background.
I hope that helps, if you don't understand or need any other help just drop me a line.
Eat. Sleep. Breathe. Ski.