How do I make jpeg image background transparent?

[Rexoids]

Hey there,

So my understanding of jpgs has been turned on its head as of today!

Check out the attached and place it in an indesign doc... then tell me how on earth this jpg has a transparent b/g??!!??

I don't know how they've done it! There is a RGB/8# in the title of the file in PS... and I can't seem to get the # in there on other jpgs no matter how I save them?! However, this may not have anything to do with it...!

Completely perplexed,
Rexoids!