Modeling Question

I finally got great images of the K-Ship gondola to finish this part of my model
but I have a question.
I need to do the glass areas and want to do them like the aircraft canopies in GWX.
I'm not haveing any luck as yet but I'm also not UV mapping with 3ds Max, yet.
Do I need to map the glass areas in Max after I assign it a glass material?
Or is my Paint Shop Pro broke and doing the Alpha Channel wrong?
All I get is a black area that the sun shines through even if I assign the whole model
a glass material in Max then export.