Compositing allows you to implement partial window transparency.

Windows® Vista and Windows 7 introduced Compositing.

If you want a semi-transparent window in GDC, use the "blurBackground" style attribute:
<Style name="Window.semitransparent">
  <StyleAttribute name="blurBackground" value="yes"/>

See the classic demo application with a semi-transparent background, running on Windows 7. This will not work on "old" windows (XP and before), but may work on Linux™ depending on the windows manager capabilities.