Hi ,
marcel: Cool image and tip, thanks 
There are many uses for alphas in ZBrush. Some are unique to ZBrush and some are similar to other applications (examples available in the QuickLinks ).
Here is one more ‘expert’ method of creating alpha from a ZBrush document…
The material designation (index number) of each Pixol can be exported in PSD format and used for exact area-selection and masking in other 2D applications.
Here are the basic steps…
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Start ZBrush and draw several 3D object in the canvas. Draw each of the objects with a different material.

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Select the MRGBZGrabber tool and turn off its Auto Crop modifier. IMPORTANT: By default, the MRGBZGrabber will only grab the RGB colors of the canvas but we can instruct the MRGBZGrabber tool to include the material index of each Pixol. We do so by switching the draw mode from DRAW
RGB to DRAW
MRGB.
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Grab the full size image. A new texture will be added to the TEXTURE palette. This texture will now contain the RGB colors as well as the material index.
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Export the texture in PSD format and you’ll be asked to include the material index as a separate channel. Click YES.
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When you open the exported file in another PSD+channels compatible application you’ll see that the image contains an extra gray scale channel (mask channel).
This channel may look completly black but it actually contains gray scale pixels with intensity value corresponding to the index of the material used. If you increase the contrast of this channel you’ll clearly see each of the painted regions.

Now, you’ll be able to use this channel to easily select the regions of each of the utilized materials.
Hope this helps 
-Pixolator
P.S. If you are not already familiar with ZBrush’s auto-depth-maskings you may want to read the following thread…Auto Depth Masking.