Open you model im med, goto FILE / SKIN EDITOR.
Then IN the skin editor goto EDIT / SKIN SETTINGS.
Thin IN the skin editor click on the TEXTURE FORMAT button.
If the ALPHA box it ticked its got alpha, untick if you can.
Also, if its 32bit is checked, it might be, I dont fully understand.
8bit, 16bit and 24bit definatly OK if alpha box not ticked.


PS check my post in your "number of entities" thread.