You can't have made the alpha channel correctly.
You need to select all, then goto select->save selection to save the selection as a new chanel (call this alpha). Then in the channels tab, deselect and hide the RGB channel so just alpha is selected.
Now use the gradient tool to create a black-white gradient from top to bottom. If you reselect and make visible the RGB channel you should see a red-transparent gradient. If this is OK then fill the RGB chanel with your background colour, save as a .tiff file. Make sure you choose 32 bit if asked.
Chris.