any way to create a transparent UI like the following:

http://www.oniva.com/upload/1356/trans.png

I try to load the image on top of a motion scene but i want the image to transparent like above and see the background, how to do that?

can i just use photoshop to change the alpha? if yes how to do that in photoshop?

=============
PImage img;

void setup(){
img = loadImage("new.png");
}

void draw(){
   // draw some motion scene
   image(img, 50, 50); // image will cover scene on back
}

the solution to your problem is pretty much covered here:
http://processing.org/discourse/yabb_beta/YaBB.cgi?board=Syntax;action=display;num=1192166420
if you want to draw the 3D background stuff within processing, i guess JonhG's suggestion is the way to go.

here's a photoshop transparency tutorial:
http://library.creativecow.net/articles/ahearn_luke/creating_clouds.php
basically, every pixel without color in photoshop is transparent (if you see photoshops chess-pattern, that regions are transparent). now you have to export your images in a format that processing can import and that do support alpha, like PNG24 or GIF. I normally use photoshop's "Export to web..." functionality.
or - you go the way with masks, as fjen suggests, but in my opinion the alpha image approach is more straight forward.