Hi!
I have the same problem. I made an alpha chanelled plane (with a tree on it). I put fog, and hair (grass) behind it. Problem is, that grass can’t be seen behind the plane, and fog begins far away. Oh, and I made the image with Photoshop, saved as .psd with alpha chanel. I would like to use it to make a single image.
Here is a picture

I know, it’s a forum, but please, reply fast!
Thanks a lot!