Z Transparency in game engine runtime EXE file


I am trying to have an object in the game engine be partially transparent. For this, I am using z transparency. When I press “p” and run the game engine, everything works fine, and the transparency works.

However, when I save it as a runtime executable file, the z transparency does not work. It is clear that this is the problem, because I can save two different runtime executables, one with z-transparency and one without z-transparency, and the one without z-transparency does not show up.

Any ideas/suggestions?