The truth is, I don't even know what should be my first move.
What a pity - as your first Aperture project you have picked the one thing that Aperture as not been designed to do. Aperture has no tools to add alpha channels and transparency to an image, it does not support graphics compositing; it is a tool for adjusting photos.
Create your watermark in an external editor; then you can add it to one of your export presets.
You set up an external editor in Aperture's Preferences:
Aperture > Preferences > Export > External Photo Editor
To use the external editor, use the Photos menu > Edit with ..... entry.
Good editors to create transparent backgrounds are the free GIMP, Pixelmator, Graphic Converter, Adobe Photoshop, or even Apple's own Preview.
You are welcome.
I'll first take a run at Preview and see what magical techniques I can apply.
It might be easier in Pixelmator, but an example on how to do it in Preview is here:
And here is Old Toad's list of image editors for transparency and compositing: Re: Is it possible to add (C) and your name to a picture?