When you editing a skin in the ASkinEditor, you can specify such gradients with colors with custom opacity. A special visual editor is available there.
Also, you can see this visual editor in the TsGradientPanel component. This component supports this transparency too.
Look screenshots at the end of this page: http://www.alphaskin…c.php?l=en&n=19
Working example of such panel with a visual editor you can find in the ASkinDemo.exe / “Examples of components” / “Unsorted”