Alpha Testing With DirectX

I''m having a problem with alphatesting and ID3DXSprite(DX8.1). I''m reading the RPGbook by Jim, and even if I''m using his code (I''m writing an engine not based on the GameCore in his book) I still have this problem. If I load a texture with a colorkey, and I turn off alphatesting, it still aplha tests. So basicly the example which turned off alpha testing to blit something and then turned it on to blit another thing, doesnt work. In both mine and his engines, this problem occurs. .lick