Transparency in day and night textures

There's something I can't get to work. I have a model made with GMax (FSX gamepack) and I need part of it is opaque by day and transparent by night, so I have two texture files: texture.bmp without alpha channel and texture_LM with alpha channel. I have set those files to diffuse color and self-illumination and adjusted the parameters to get transparency (set default transparency, z-test alpha, etc.). Exported the model and put into the scenery.
The result: the model is opaque by day and by night. If I add an alpha channel to the day texture too, then I get a transparent model by day and night, but when I delete the alpha channel from the day texture, again FSX seems not to read the alpha channel in the night texture.
How can I get an opaque texture by day and a transparent one by night?