Hey there,
I’m not sure what’s going on there, but since I have upgraded to Photoshop CS I have had similar failures with 32 bit Targa files.
My workarond that is actually a bit more flexible than making all individual files is to just load Photoshop files as sequences, and then copy and paste the layers into my main sequence, and they allways have transparency. Saves time, plus I’ve got all the layers in one convenient place.