In case you didn't know, SunBurn is making our life easier in a way we could spend some time crunching our heads around ;)
If you are using custom rendering for your alpha blended objects, make sure to use the builtin SunBurn replacements to Xna standard effects.
There is for instance a known bug when using multiple copies of BasicEffect which do not reset correctly their SamplerState states which may lead seeing some of your textures not accepting Linear SamplerStates.
Switching to SunBurnBasicEffect erases the issue and you're free to move as you would do in previous Xna versions ;)
By the way John, I imagine that Xna will get a 4.1 version somewhen just to solve such bug and I wondered what would then be the future of these classes: would you keep them or remove them?
I just wanted to add that we also implemented a replacement model processor called "Model - XNA Framework (for SunBurn)". It works just like the default xna model processor, adding BasicEffect effects to the ModelMeshParts, however it also avoids the xna 4.0 bug.
I'm not sure what will happen to these classes after the issue is resolved, but they will definitely stick around for a little while (in case of future xna issues).
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