--- Operating System, Graphics card ---
Windows 7 64 Bit. NVidia

--- Blender version with error, and version that worked ---
blender 2.66 error and 2.65a and below worked.

--- Short description of error ---
In Blenders internal render not cycles but just the normal render engine if you have an object and you render it instead of the normal clear alpha channel background being 0 or black. It says the whole scene alpha is opaque or completely white.

--- Steps for others to reproduce the error (preferably based on attached .blend file) ---
From the blend file just render it and see. Also to know for sure go to the compositor and take the alpha channel of the render and look at it.