Hello:
Some FS9 format MDL files placed in FS9 may show "grayed out" backgrounds in areas intended to be "transparent" when displayed within FSX; this is due to the change in how certain aspects of MDL coding are interpreted in FSX compared to earlier versions of MSFS, but there may be other causes for this, so please attach a screenshot of the problem you are describing, and someone can better determine how to troubleshoot this scenario.
Also, please state whether the objects in question are from FS default or a 3rd party custom scenery object library.
Generally speaking, the module supplied for the legacy EZ-Scenery (sold via Abacus) works in FS8 and FS9, but not in FSX.
The scenery object library BGL that is located in a nested \Scenery sub-folder must also have an accompanying local paired nested \Texture sub-folder, which must of course contain the textures mapped onto the models within the library BGL to be visible.
A newer version of that EZ-Scenery utility (by the same author) has expanded features, is called
Instant Scenery, and its modules work in FS9 / FSX / P3D.
http://www.flight1.com/products.asp?product=iscen3
GaryGB