Just go into Render Globals and make sure the "alpha" check box is ticked for the object. Then, render out the image sequence as tiff or tga. The final step would be importing the sequence into a compositing application such as videomach, after, effects, shake, etc. where you would add all the various layers and output to a final movie format. You might want to check out our Render Globals video that goes into all the RG settings as well as rendering out the images and bringing them into the free video editing app, videomach. You could Also check out Rage's Intro to Compositing tutorial which is another good one. Both are in the video tutorial archives.
"Terminat Bora Diem, Terminal Auctor opus."