If your using Blender 2.5 then in the material section there is a check box that says transperancey.
From there you can change the alpha and other stuff like that.
I was working on a syringe, and inside of it, there's a core that's a different color.
Well I set it to another color besides white, and when I rendered it, the transparent syringe just showed up with a gray inside.
How do I make it transparent where materials can be seen beyond the first layer.