No, no, what (s)he is asking is different from what you guys answered.
What you want is a perfect example on when to use shaders.
The shader should be something like this (I'll be overly verbose for clarity. You might want to do it all in a single line)
uniform sampler2D current; //set this to sf::Shader::CurrentTexture as explained in the tutorials
void main()
{
vec2 thisposition = gl_TexCoord[0].xy;
float alpha = thisposition.y; //this is the y coordinate, from 0 to 1
vec4 pixel = texture2D(current, gl_TexCoord[0].xy);
pixel.a = alpha;
gl_FragColor = pixel;
}