Cut Alpha out with DirectX:
FDevice9.SetRenderState(D3DRS_ALPHABLENDENABLE, iFALSE);
FDevice9.SetRenderState(D3DRS_ALPHAFUNC , D3DCMP_NOTEQUAL);
FDevice9.SetRenderState(D3DRS_ALPHAREF , 127);
FDevice9.SetRenderState(D3DRS_ALPHATESTENABLE , iTRUE);
with Render States it...