Using brushes with alpha transparency...

Hi all: This one has got me stumped and I hope I'm missing something obvious. I have brushes with variable transparency in the alpha channel. This gives a softer edge when drawing a wide line. Works terrific is blending is enabled. If blending isn't enabled I was hoping the result would be a wide line with variable variable transparency (e.g. opaque center and progressively transparent pixels towards the edge).  I've attached samples. You can see what the brush looks like at the end of the line in the no blending image. Any hope?

Thanks, 

Steve