i've been wondering when they'll add support for this...
textures currently dont, however you can fake it with ghost and fade - but its very crude way of doing it.
but the stranger thing is that it support full float material transparency ... so if you make just the material a basic colour with transparancy then tada you have whe you want - pitty you can't really make windows intextures though because it adds a good few polygons to make it.
Oki so not essential in Pro now but still be good to vary it... and to have see through sections of models or water, etc.
No doubt enough people have suggested it - but don't worry there are a few of us when the TPF SDK comes out well be working on alot of addons for everyone to add some extended basics
Anata aru kowagaru no watashi! 
