Okay, yes -- but you need to buy another piece of hardware (well... software... but the word hardware seemed to sound cooler)... Quicktime Pro

When you save out your frames, save them out in the Targa format, then string them together using Quicktime (I'm not sure if Maya for Mac has Quicktime export with alpha channel) saving the color depth as millions of colors+ -- the plus is the alpha channel.

Quicktime Millions of Colors+ can be opened by various programs like After Effects, etc. You'll need to know a bit of terminology they use though.

Remember to set as Targa frames with Alphachannel in the render globals!!! :b