I also use Maya and have this problem, the way I "fixed" it is by applying a seperate material on the transparent polygons. The diffuse texture is still the same for both materials, but the hair/fur has a transparency map as well whereas the body material doesnt. These are 3 screenshots of the viewport; #1 shows the model…
Hey me too. I have my alpha in my diffuse tga. From what I can tell it's fine when you render at least. Just not in the viewport hardware. Helpful response I know ...just letting you know you're not alone :)