How do I make a Tga-bitmap with Alpha Cannel and Transparancy?


I'm trying to skin my Windows and I saw some realy beautiful Skins with gaps and transparancy in it.

I'd like to make my own but I don't know how to get in these gaps and transparancy.
I learned that I have to have a tga-file with Alpha Chanels and transparancy in it,but I don't know how to do it.
I have Xara Xtreme Pro 4 and Photoshop CS3.
With Xara I have the most experience wich I don't have with Photoshop.
Xara however can't make a working tga-bitmap with alpha channels.

I tried to find some tutorials on the Internet,but they al begin from a file with alpha channels already in it.
Would anybody help me out in easy therms?Like I mentioned,I'm a newbe with Photoshop.

Sincerely Ben