Transparent GIFs will allow the background color or texture of your website to show through the areas that you define as transparent. Version 6 of Photoshop has a built-in way of creating Transparent GIFs - choose Help -> Export Transparent Image and follow the instructions it gives from there (you may still need to prepare your image using several of the steps below though). In previous versions however, there are some extra manual steps you need to take... follow along!