Problems cutting out background

[enginestar]

I'm now a bit more clued up cutting out the background.
But... I'm still have trouble.

Pen tool: I select all around.
When I get to the last circle, it doesn't connect to my last circle.
Instead, I have to click very close to the last circle, then select path from selection (or something like that) and then invert.

Now, I can't delete.

I suspect I am missing one of the steps - where you add another layer or something?

Then I try the lasoo tool. I select all around. But now I don't get the ants!
Grrr.... what am I doing wrong? Am I missing a step of adding a mask layer or something again?
Or have I activated another setting option I am not aware of?

Any suggestions would be great.

Thanks.