export picture contains Lens Effect to .png

Hi there :D

I'm a newbie here,so i'd like to ask something.

I made such a window bar in cdr X3, and inside it there's something  round with LENS effect, so the picture inside the round shaped is transparent. But I want to export -only- the round shaped (which is contains the Lens or transparency effect) to .png . But when I opened it in photoshop, it wont transparent anymore T-T.

I cant export only the whole picture , bcoz i use it in game project, which is should exported to .png separately (the window bar and the round shaped) as a different files.

what should I do?

PLz help me......thankss