Creating Glass window is as easy as calling DwmExtendFrameIntoClientArea in WPF, but that is only half of the trick. If you disable aero, and get the XP-like skin thats where the pain begins:
In XP (or disabled aero) you must call DrawThemeBackground in order to get "transparent like feel", Internet explorer does this too on its top, try disabling aero and look that.
I've cooked up application that does just that, fallback gracefully when Aero is disabled in Windows.Forms.
The question: But doing it in WPF is different, the OnRender (OnPaint equiv. in avalon) which gives you DrawingContext, how one draws on that with DrawThemeBackground WINAPI call?