The first thing to do is to go to Start and right click Computer then choose Properties. Once it's opened, use the Advanced System Protection on the left. Switch to Advanced tab then Performance. In the list with options, make sure the Enable transparent glass option is checked. Secondly, right click on Desktop, and choose Personalize. From the themes list, choose Windows Aero and the transparent bar will be enabled.
Note: Your graphics card/driver needs to support this feature.