Within the Save for Web interface, there is an option to select the matte that is used for the transparency. More than likey you have it as None or White.
What you should do is use the eyedropper to pick one of the perdominate colors within your texture you are using as a background (before you "save as"). Then in the save for Web interface, you can change the matte to "eyedropper" and it will use that color as the matte for the transparency.
Basically this is telling it what color to dither the edges to when making the transparency...
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