查了相关资料，通过SetLayeredWindowAttributesＡＰＩ来实现，参见如下函数代码

void CPopUI::SetTransparent(void)
{
 SetWindowLong(this->GetSafeHwnd(), GWL_EXSTYLE,
    GetWindowLong(this->GetSafeHwnd(), GWL_EXSTYLE) | WS_EX_LAYERED);
 HINSTANCE hInst = LoadLibrary(L"User32.DLL");
 if(hInst)
 {
   typedef BOOL (WINAPI * MYFUNC)(HWND,COLORREF,BYTE,DWORD);
   MYFUNC fun=NULL;

   //取得SetLayeredWindowAttributes函数指针
   fun=(MYFUNC)GetProcAddress(hInst, "SetLayeredWindowAttributes");
   if(fun)
   fun(this->GetSafeHwnd(), 0, 128, 2);
   FreeLibrary(hInst);
 }
 SetLayeredWindowAttributes(RGB(0, 0, 0), 20, LWA_ALPHA);
}