When I put a solid-to-transparent gradient fill as a mask, the final movie won’t show any transparency. The same is true if I use a graphic symbol as a mask, and then alpha tween it. Is there anything to fix this?
you can use adobe photoshop to create alhpa blends. just make sure there is a transparent background on the image, make a new gradient.
edit the gradient so that the alpha is as you want
save as .psd (i think - it’s the default one anyway) and then import to flash 
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No, masks do not support transparency. :-/
Is it a new feature in MX 2004? If not, how do you “fudge it” to imitate the effect?
Masks do not support transparency in Flash MX 2004 either. 
http://www.macromedia.com/support/flash/ts/documents/gradientmask.htm
And I think there’s a tutorial here at kirupa which uses a similar method to fake a gradient mask, run a search for it.
