If you have a Mac and a transparent background there is a setting for that. Being a Win guy don't recall where.
Photoshop CS6 opens now by default with the "Application Frame" turned on. You can go Window>Application Frame in the main menu and uncheck this
We have a lot of useful information in the FAQ section. The answer to this question was also there. See link:
Feel free to browse the other FAQ's also, there might be some other stuff of interest.