Maybe I'm wrong but did you use control and drag a color onto the white page and then set the background to transparent under gif options? If that is what you did then things are working properly and you will prob. get some sort of a white frame around your animation. If on the other hand you create whatever you want as a background object then create the animation on top of that it should work like you want with no white frame or jaggies.
Someone please correct me if I'm wrong.