I guess I'm not using blending in this project. I'm just creating textures from files (.png images with transparent background) with D3DXCreateTextureFromFileEx with ColorKey parameter set to 0xFFFFFFFC.
hmm so another solution to this problem would be to use blending?
Ah ok, I just wanted to ensure that the sorting is a valid solution ^^. Thanks for help, I'll take a look on the article as well Jason, thanks.