If you want to render an image that doesn't show your HDR map as the background, you can set that in your Film settings. Here, you will see the Alpha setting, with two simple options to choose from.
You can pick Sky to give you a full background image for renders, or choose Transparent to completely remove your HDR map (or anything else) as shown in the following screenshot:
To save an image with a transparent background, you should pick the PNG format with RGBA color.