I've followed Nehe's masking tutorial, and got it to work just fine, but in the rendering part, you have to disable GL_DEPTH_TEST. So when I render the screen, the mask image always overlaps all other polygons. But if I dont disable GL_DEPTH_TEST, the mask dont work. Any idea how I can fix this?

Try to disable depthwriting with glDepthMask(GL_FALSE);

The program makes the masked object first to last and last shall be first.

So if you make the masked object the first thing in your Rendering code, it will be on the very bottom, yet if it is the last thing drawn; it shall be on top.