How To Create 32-bit A8R8G8B8 BMP in Photoshop

I'm trying to get Photoshop to output 32-bit A8R8G8B8 bitmaps with no success
basically I have an image with transparency in it and I want to save it as bitmap without discarding the transparency.
Photoshop always output white instead of transparent>

After researching I found that I need to create alpha channel in 'Channels' tab.
Then in 'Advance Mode' when saving as BMP I can choose the A8R8G8B8 option.
But Photoshop doesn't automatically map transparency in the image to the new created channel and I still don't know how to do that.

If anyone know how to do that it would be appreciated.
I'm a bit surprised I thought it should be much easier than that.
Unfortunately I do not actually have a copy of Photoshop so I don't know. I use GIMP to load the PSD files from Yangtian and its export-to-BMP path just has an option for 32-bit, and it works properly. I would assume Photoshop should work similarly, but sometimes it does get overcomplicated :(

- Casey
Yeah Photoshop is not the best program for this. I followed this video and it worked for me: https://www.youtube.com/watch?v=3LJCss690vs.

Be aware that Photoshop may use an older version of the DIB header than the one Casey uses. It is the same but without the channel masks and it has compression == 0.