[SDL] Alpha transparency on created surface?

[L-28C]

Hello everyone! :-)

Okay, I need a surface that is fully blank that I can draw objects on. 
Like, if I were to blit it alone on the screen, nothing would be displayed.

Transparency on loaded PNG's does work fine, but how can I make said 
surface?

I'm sure this was asked before, but I Google'd and none of the solutions 
worked for me... :-/

I tried SDL_SetAlpha(surf, 0, 0); but nothing... I fill the surface with 
(0,0,0,0).

Thanks!