Can anyone suggest me how to set/create Alpha channal like OxaaRRGGBB for 32Bit BMP image?? I used photoshop, Pixelformer to create 32Bit BMP image with Alpha channel but when i open that image in hex editor nothing is set for Alpha channel.

Programmatically, you mean? What is your intention with it? If this is a one-time deal, you might be better off just using the hex editor.

Also, what compiler are you using, and does it have any sort of library available for this purpose? Do you you intend to manipulate the file directly? Does the program need to display the bitmap in any way while you ae working on it?