Alpha channel basics from Canon 7D video

Maybe I'm missing something basic here, as I am pretty new to messing with alpha layers/channels on VIDEO. I otherwise have a pretty good understanding of alpha when it comes to animations, photos, etc.ffects
I am trying to make the black in a video of some flames into an alpha layer so I can use them as particles in After Effects.
( like in this video http://www.videocopilot.net/tutorial/green_smoke/ )
I understand the codec/format restrictions for alpha channels, but the problem is I can't seem to get the black to come out as an alpha layer at all.
I've tried Quicktime with the None codec and FLV and the other formats that are supposed to support alpha channels.
I THINK what's wrong is that the format that the Canon shoots in doesn't have an alpha channel natively so exporting the video into different formats is not having an effect. If this is the case, how does one go about making the black parts of a video into an alpha channel.
I know there are ways to make green into an alpha channel (greenscreening). I can't for the life of me figure out how to get premier OR aftereffects to recognize the straight black as an alpha layer though.
I've looked at some 30 tutorials trying to figure this out, but it would appear I am incapable of asking the right question to get the answer I want.
There's the export settings.
Perhaps someone can point out my gross missunderstanding of what I'm trying to do, or otherwise set me on the right track.
Below is a clip from within aftereffects... the arrow shows that the clip SHOULD have alpha properties... i think, but when I turn off the alpha channel EVERYTHING dissapears.
Do I need to d something in aftereffects? I dunno, I'm lost.
If someone thinks they can help I am willing to make a youtube video showing what I'm doing.

awesome... exactly what I was looking for
you'd think when spending an hour or more asking the question "how do you add an alpha channel to a video" this would think this would come up
having a weird issue now with it rendering a box in the lower right hand corner though... it bugs me that I don't know why it's there... but i'll just crop it out
again... thank you!

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<bump>

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