Open the textures you use in Photoshop (or GIMP or other program that can handle .tga images). Remove the alpha channel from the texture. Save under a slightly different name (and go 24-bit image, rather than 32-bit if given the choice). In Notepad (or whatever), change the texture/bitmap to the new texture's file name (without the .tga of course) and save. Add the modified model(s) and texture(s) to your hak.
On items, the alpha channel in a texture controls shininess/reflections. In visual effects, it instead controls transparency.