Polygon Transparency Sorting appears in Maya 8 but doesn't work if you've got high quality rendering turned on (so no normal maps in viewport). If you're using an earlier version or want to use high quality rendering then you've pretty much just got to deal with it. If you've got a coder they might be able to work some…
transparency sorting has always been a bit buggered in maya, i think it's supposed to be fixed in 8, but i've not checked. if uly's suggestion doesn't work, you could try detaching the polys that have transparency applied