SetParent() child transparency

Hello, first of all I'm codding in C# + WPF but I think this problem is mostly related to WinAPI and this is the only section in forum where I think it supposed to be.
So my problem:
I got transparent WPF window and want to SetParent() to another window. Everything works as I want except that child loses its transparency (and top part of winexplorer window appears a bit strange, buttons and textbox dissapears when under my children).
Here is the preview of my problem:
http://www.youtube.com/watch?v=2Jy_mNeimOo
All I need is to make child transparent. Do I need to set some flag for parent or child or something else?
Thanks in advance!

Transparent windows are layered (i.e. have WS_EX_LAYERED style set).
Top-level windows can be layered, the child ones cannot.

See more about layered windows in MSDN.