I'm having troubles finding how to set my scene background to be transparent. How I can do that? Search results didn't help me.

Your description what you are trying to achieve is not particularly detailed but I believe you may find some answeres in this thread:

http://www.indigorenderer.com/forum/viewtopic.php?f=37&t=10619

Isn't there a more simple way to get rid of that background?

I too would love to be able to mute the background and only get the image itself. Everything that I need to render is just single objects...not whole scenes. What I am having to do right now is render my image, save it, then open it up in photoshop and use fuzzy select and delete the background to alpha. This works ok in some instances. Where it doesn't work well is where I have an area on the object that is glossy, has reflections, or is gray/light gray in color on the edges...you see where I am going with this...the fuzzy select selects those gray parts on my model. If that happens, then I need to go in and lasso the whole thing. Very annoying. I saw the alpha render and got excited...but it didn't really do what I thought it was going to do, haha. Is there any way to ONLY render the object and NONE of the background? That would be amazing.

I'm hoping for a pre-multiplied alpha channel for TIF and PNG output sometime in the future. Would make compositing sooo much easier and you wouldn't get a colored fringe around the rendered objects.

That would be awesome. This alpha background thing is really the only negative factor that I have come across so far in the few months that I have been using indigo.