alpha maps

In the belnder game engine, is there a way to load a jpg alpha map?

No, use a png or tga texture with alpha and enable it in the face settings.

Well, it might be possible with multi-texturing if you turn on “Use Blender Materials” and set the alpha map to Alpha in the Materials buttons. But using “Alpha” in the UV face settings is so much easier. Just make .tga’s or .png’s with the GIMP or something and give them transparent backgrounds.