Okay. The setup I have now is basically no background at all, and an HDRI image set up as the lighting. But with it now, and the wings as they are, they appear as black textured glass and no transparency at all. But with a background, they appear as a light blue glass with their texture. I am not sure if it's possible to have them be slightly transparent light blue glass without a background, so no matter what I put in a layer behind them (in photoshop), they will just tint the background a slight blue (as well as the texture) . I tend to render with no background or backdrop at all because it's great for making images with transparency to use for web development, but its hard with this kind of problem. Or if I could make it so the wings themselves end up without transparency, but as if they had a texture behind them.