- Open Control Panel -> System Properties -> Advanced-tab -> Settings-button in Performance-section -> Check "Use drop shadows for icon labels on the desktop".
- Open Control Panel -> Display Properties -> Desktop-tab -> Customize Desktop-button -> Web-tab -> Uncheck "Lock desktop items" (And also uncheck anything related to Web-content).
- If using a wallpaper on the desktop, then make sure it is bitmap (bmp) image and not using a html file as background.
Instead of making your windows transparent, then it makes the icon text background on your desktop transparent. Very useful when not wanting to ruin a nice wallpaper.