For TGA, TGA has a support for transparency called "alpha channel." For alpha channel, at 0 for red, 0 for green, and 0 for blue, when it's black, it's transparent. But at the gray of 255 (meaning 255 for red, 255 for green, 255 for blue), it's opaque. At 127, 127, 127, it's equalvilant to 50% transparency.
For example in PSP 8...
I create an image at a resolution of 1024x192, with the image transparent.
I create a new layer, which is going to be a background layer.
I make a background image for the layer, then create a new layer for the window.
I create an image for the window, cutout the middle of the window, then I select the background layer.
I create a mask layer (for the alpha channel) then save the image as an alpha channel.
For the background layer, I select the mask layer, then create a gradient from white to black and fill the image with gradient.
When finished, I save the image as a TGA file with all the layers flattened, then I load the image via C-Script to view the image with alpha channel.
Here's the website to try out PSP 8 (although you will need to use GIMP to save the image as TGA as PSP 8 didn't save the image as an alpha channel for TGA):
www.jasc.com