You must have a texture with additional alpha channel for the transparent parts. Or you will have to make all parts of the texture you wish to use as absloutely black or part thereof and in consideration you dont have a separate alpha channel then save as PNG and use that texture format for the entity.
Idealy you need to open the texture in a paint program and check the transparency settings and save out correctly from there in which.
In the case of TGA files many programs wont save Transparency information wih an image as they have no provision for an alpha Channel.
Some moedellers may be able to embed transparency info to a models polys where transparency is applied to the texture on them in the program and save that out in the x.file format - others wont. e.g. glass made transparent in your modeller.
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