The most general reason for this occurring is driver issues. You're probably using default xorg drivers. In that case, generally I've found desktop effects don't work.
Using Fedora, you can get the nVidia drivers via RPM. The package is something along the lines of kmod-nvidia and can be obtained at www.livna.org
For ATi drivers, you'll have to ask someone else. I don't use their cards.
If you're using S3 graphics cards, http://www.s3graphics.com/en/resources/drivers/
If, after installing your applicable proprietary drivers, it still doesn't work, come back and ask.