Export image from R to word with alpha channel (transparency)

I am wanting to export an R produced figure to Word. The figure contains transparency (alpha channel). Below is some example code - when exported to Windows metafile it throws an error:

Warning message: In plot.xy(xy, type, ...) : semi-transparency is not supported on this device: reported only once per page

Exporting to SVG produces the desired result, but this image format is not supported by MS Office. Is there a way around this? What image type could I use while retaining the alpha channel? PNG is possible, but this doesn't produce very crisp graphics - it loses the clear vectorized image.

# Get some colours with transparency (alpha = 0.6)
col.dot <- rainbow(5, alpha = .6)

# Save to svg file - OK
svg("test_fig.svg")
plot(1:5,col = col.dot, pch=15)
dev.off()

# Save to wmf - warning "semi-transparency is not supported on this device..."
win.metafile("test_fig.wmf")
plot(1:5,col = col.dot, pch=15)
dev.off()

I should add, this is on a Windows system (Windows 8 64 bit, with Word 2013)

I just made a new package export to easily export R graphs to Office (Word, Powerpoint), see https://cran.r-project.org/web/packages/export/index.html and for demo https://github.com/tomwenseleers/export.

Typical syntax is very easy, e.g.:

install.packages("export")
library(export)
library(ggplot2)
qplot(Sepal.Length, Petal.Length, data = iris, color = Species, 
      size = Petal.Width, alpha = I(0.7))     
graph2ppt(file="ggplot2_plot.pptx", width=6, height=5) 

Output is vector format and so fully editable after you ungroup your graph in Powerpoint. You can also use it to export to Word, Excel, Latex or HTML and you can also use it to export statistical output of various R stats objects.

This results in a fully editable, high quality Powerpoint graph in native Office vector-based DrawingML format, which you can also readily copy & paste as enhanced metafile if you like, and which unlike the EMFs exported from R also fully supports transparency.