Mask not saved?

[Scott Thomason]

I'm learning The Gimp using version 1.1.19 under RedHat 6.2 (the rpm
distributed by Helixcode). I've created the most excellent mask to
soften the edges of my image. With both the mask and image layer visible,
it looks great while viewing it in the Gimp, but when I save it, it's as
if the mask was not applied. I've tried several different output
formats--png, gif, & jpg--and that doesn't seem to make any difference. 

What am I doing wrong?

TIA,
---scott