Problem with Alpha Transparency

Hi, I left this old project some time ago, but I decided to continue with it; I got stuck at the Alpha channel, because, when I put the UV texture and I push the “A” (Alpha, I supose [Bl. 2.46]) button after “Shadeless”, I see something like this in the render. Can someone say why does the begining of the arms disappear¿?

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If you have mapped an alpha texture to the shirt, you may have forgotten to enable Zeta-transparency in the “Links and Pipeline” panel. When this happens, Blender doesn’t look for the objects behind the transparent object and just uses the background.

OK, thanks!!!