Thanks a lot!
I read something about depth peeling , have a general idea of it.
I do as you say,I call the
UseDepthPeelingForVolumesOn
UseDepthPeelingOn
it works!!! 
but it seems there is no different when i call the function of render window using different parameter;
when i call them as you say
SetAlphaBitPlanes(1)
SetMultiSamples(0)
the rendering result is

but when call them not as you say
SetAlphaBitPlanes(0)
SetMultiSamples(1)
the rendering result is

I can’t see the difference, I’m a little confused, could you tell me The differences between the two approaches??