Help Saving .dds with shadows

[Pleyne]

Hello, I would like to get more info, how to save .dds file from photoshop with shadows. 
When previewing on Nvidia photoshop plugin, the image is in all black background.
While importing the image to .u and selecting "Masked" the black background disappears as well as no shadows are left.

[UgliBiBagli]

use DXT5 compression for interpolated alpha

[Pleyne]

 

Solved. In case anyone wondering - this was the answer for it. Used DXT3.