StretchRect doesn't really "draw" anything, it basically just does a copy. It won't use alpha-blending even if you enable it with blend states.
I would suggest using ID3DXSprite for something like this. It supports blending, and more complex transformations such as rotations.
Hey, thanks for the help
I just did some research, and i decided to use 3d quads to draw the images from now on. Sprites are depricated in Directx11, so i feel that it would be a bad habit to learn how to use them in case i wan't to switch to directx11 in the future, but thanks for the suggestion.