Indeed, but it only works for KDE/Gnome I think
I've found something interesting : xcompmgr and transset-df.
Theses two tools help to get transparent windows, you just have to
add that line : Option "composite "Enable" into the xorg.conf file and it works fine (in order to speed up everything you have to add several other lines , see : http://fluxbox-wiki.org/index.php/Transparency
I don't know if it's the best way to resolve "my problem"
but theses tools seem powerful.