Fast Aero is a free utility for Windows XP which adds a transparency effect to program windows. Vista has by default the transparency/glass effect called as Aero and Fast Aero bring the same effects to Windows XP. Fast Aero is an exe file which does not require any installation for enabling the glass effects.
The default language for FastAero is set to Polish, but you can change it to English by opening the config.ini file and modifying it to English in place of Polish.
This utility can also add a blur effect which can be enabled or disabled from the window. This works on most of the open windows and in case the effect is not showing up, you might need to open it again if it was opened before executing the application.