DirectX and alpha z-ordering

I've just searched through the DX9 docs and there's nothing in there to do this in hardware yet.

[Edit] In their billboard sample which uses sprites to display some alpha blended trees they sort the trees in C++ software only, not hardware...

//-----------------------------------------------------------------------------
// Name: TreeSortCB()
// Desc: Callback function for sorting trees in back-to-front order
//-----------------------------------------------------------------------------
int __cdecl TreeSortCB( const VOID* arg1, const VOID* arg2 )
{
    Tree* p1 = (Tree*)arg1;
    Tree* p2 = (Tree*)arg2;
    
    FLOAT d1 = p1->vPos.x * g_vDir.x + p1->vPos.z * g_vDir.z;
    FLOAT d2 = p2->vPos.x * g_vDir.x + p2->vPos.z * g_vDir.z;
    if (d1 < d2)
        return +1;

    return -1;
}