Vertex painting: Alpha not working

For the first time yesterday I decided to make shadows under my objects using vertex paint. What I did was copy the bottom edge of the object I want it for, then extrude them outward and make it a new object. I then added a "col" vertex color layer and after that a "Alpha" one. After giving it a blank white material, I vertex painted black on the edge I wanted a shadow (on the col layer.) I left the Alpha layer white.
After doing this with numerous objects, I exported it. Unfortunately in URU it showed up just as it did in blender; white with a black edge. I then went to Guild chat and Paradox and Lontahv tried to help. I give them a "None" image property, unwrapped them, then set the Map Input setting to "UV" and typed "UVTex". Finally, after that didn't work, I went into the object properties, and under draw, I pressed "Transparent". Of course that didn't work and I quit guild chat, as there didn't seem like any other way to get it to work. Did I do it right? Is it a problem with PyPRP? Any help would be appreciated.
Here's how it looks in blender and URU:

Edit: Oops, accidentally put this in General discussion (meant to put it in Builders) could a mod please move it? Thx
After doing this with numerous objects, I exported it. Unfortunately in URU it showed up just as it did in blender; white with a black edge. I then went to Guild chat and Paradox and Lontahv tried to help. I give them a "None" image property, unwrapped them, then set the Map Input setting to "UV" and typed "UVTex". Finally, after that didn't work, I went into the object properties, and under draw, I pressed "Transparent". Of course that didn't work and I quit guild chat, as there didn't seem like any other way to get it to work. Did I do it right? Is it a problem with PyPRP? Any help would be appreciated.
Here's how it looks in blender and URU:

Edit: Oops, accidentally put this in General discussion (meant to put it in Builders) could a mod please move it? Thx
