Transparency SDL_CreateRGBSurface (SDL-1.2)

Hello, I need make a transparent surface, blit a surface with loaded image to this and blit all to window, but fail.
If I make with the mask (0, 0, 0, 0) I get black surface (it is clear), else (0xff000000, 0x00ff0000, 0x0000ff00, 0x000000ff) I get nothing.
What I must?