Add a black Alpha Channel to the channel palette in Photoshop and save as a 32-bit TGA file.
OR
Promote the background to a layer and then set the layer opacity to 1% or higher. Save as a PNG file.
Alpha Protection
To add alpha protection to your sculpt map, you have to use either the TGA or PNG file formats. How you add the protection depends on which file format you decide to use.
TGA Format
TGA alpha protection in Photoshop is the most direct and (in my opinion) easiest method for adding alpha protection.
All we have to do is go into the channels menu (shown left) and hit the "New Channel" button on the bottom of the menu. (It looks exactly like the New Layer button in the layers menu.)
By default, Photoshop will make a new Alpha Channel, and it will probably be all black, which is what we want. If the alpha channel is white instead, select it and fill it in black.
Now save the file as TGA. Photoshop will bring up a dialog, asking you a few things. Just make sure that it's set to 32bit. Nothing else matters. Save and upload into Second Life.
PNG Format
As much as I prefer TGA alpha channels, there are people who swear by PNG format because.. well, you can see the transparency directly on the image, rather than having to interpret the alpha channel.
But NOTE to png users. In order to make the file size smaller, Photoshop does NOT save RGB values for completely transparent pixels in a PNG image. So if you insist on using PNG, here is what you have to do.
In the Layers menu, make the background layer into a normal layer. This can be done by double-clicking the background and hitting "OK" on the dialog that comes up.
Now change the opacity of the layer to 1% or higher. This will still keep your sculpt map from being stolen while forcing Photoshop to save the RGB information to the sculpt map image.
Save as PNG with no interlace and upload to Second Life.