Thank you for the link.But i think i am close to do what i want. Only 1 problem left: on my laptop i see this sprite like this texture (its render target texture) What can it be?Thank you!

Please take a look on this post :)

Ok, here is what i am talking about. Lets imagine for a moment, that i know how to sort my objects, but how can i deal with this situation? In both cases zenable = false, so, its all about sequence of rendering. If you will try to render the second case, you will see a bug anyway, because the texture will be over the big object, ...

How do i put my alpha glow texture between 2 objects, one of them has Z value = 0, second has Z=2,for example. Which way do i need to use? Set ZEnable = false? And sort objects by their Z coordinate (and draw glow sprite between)? How? Seems like thats it. Can you suggest me some algorithms for depth sorting?

And is there a way to make a postprocess with multisampling?

I tried to blur it and resize.Impossible to get that multisampling effect... 

Thanks for the link, but i cant understand which way they use to render that effects, like point sprites or quads:)

Thank you for answering:) But the top picture is rendered by me. (MDX 2.0) I used gussain shader from XNA sample. You mentioned additive blending. Is that so hard to do?

I was looking around particles, sprites, pointsprites and so on.. but, i cant understand, how can i get dynamic aura effect near the object? I have some ideas about it: 1) Sprite: make two 2D particles using sprites (in the back and front of the object), and every frame project its coordinates to world and parse it with my mesh in space. But, ...

That is Managed Directx 9, so i draw to render target texture and then use sprite to render it.