It's all in how you skin and UV map your model.
Ole Tobiesen Ford pickup model off Acknex Site with a few modifications.
Originaly the windshield and rest of the truck were seperate meshs, I merged them and reskinned the windshield. Now it's one mesh, with alpha channel skin ( 32 bit tga ) no sort issue, no flags or scripts set on the model either. This can be done time and again with models now ( with the changes done to MED) and not have a sorting issue. You should also beable to do so with other modelers that support multiple textures and they import/export properly to MDL7 ( i know it works fine with Milkshape)
The key is to Skin/UV map your model to differnt skins based on transparency need. Not mixing Semi-transparent and full Opacity in the same skin. So you have in the truck above TWO(2) skins. the full opaque skin for the main truck body, and a completly semi transparent skin for the windshield. then the truck polys are UV mapped to the coorisponding skins
Modified Ford truck model