Transparency problem

I hope somebody can be kind to help me: Why does it become like this (see attached file)? I just can´t get the transparency to work right. The model is exported directly from 3DS Max to FBX. The scale factor is 1 and there is 1 directional light in the scene. The image is PNG. And yes - I´m a UNITY-beginner... Thanks!

[1]: /storage/temp/29637-alphaproblems.jpg