well first i have to say: crap when i had to format my hard drive i have nothing to open .pcx and .tga's.
next: they dont have alpha channles. just a fade effect with black->grey->white transitions.
If it shows up as a black box then it has an alpha channel. Doesn't have to appear to use it though, it just has to exist. It depends on what you are using to edit the images as to how to get rid of the alpha layer though. I use GIMP, for instance, and to get rid of an alpha layer I just have to flatten the image and re-save it.
Oh, and PCX are never seen as having an alpha channel, so the only problem images are going to be TGAs.