IMAGE SLICING - TRANSPARENCY

I trying to slice some PNG images and have the resulting slices with a transparent background.

I know that in order to activate the slicing tool, you need to have an image and background. So I open my transparent image, create a white background. I can now slice my image. What I can't seem to figure out is how to save each of the slices so that they each have a transparent background. Whenever I export to web, the slices, they always carry the background color. I don't want a background.

Can anyone help??