Blur effects on a transparent background leaves a black ghosting effect
To ensure you get 'pure' transparency, you'll have to ensure the transparent world is used, instead of your (coloured) sky.

When using Blender Internal, make sure you have in the Render settings, under Shading panel Alpha set to Transparent



When using Cycles renderer, make sure you have in the Render settings, under Film panel the Transparency box checked.



Without these settings your alpha will be pre-multiplied with the sky color, which will look like your example.