Having problem using Render/Lighting effect

Hi,

I have been trying to follow a tutorial from Photoshop Cafe in which Colin Smith shows how to use the Render/Lighting to produce 3D effect on a logo.  I have followed all the steps faithfull on my PC,

However when I create a Alpha Channel, for some reason I cannot paste onto it?  This is ovious when I try and move the light around or change the height, there is nothing on my Alpha channel?  Yes I'm working with Rasterized layers, I have shift\Alt\Ctrl + E to make a copy of image on one layer.  I am working with RGB and 8Bit file.  I can copy as I have Ctrl C and then V into another document and it worked.  But try and paste it into Alpha channel and "Nothing" Is there some settings I need to change or am I doing something wrong?  This problem is driving me nuts????