Attached Link: http://www.renderosity.com/viewed.ez?galleryid=404068&Start=1&Artist=Hoofdcommissaris&ByArtist=Yes

This used to drive me nuts too. Found it out by using the preset transparent materials. BTW, now you have transparent stuff (you can always combine color and another function in the transparancy channel if stuff is too transparent) you might encounter something strange when rendering caustics. That resulted in the next large question and explanation marks above my head: strange 'cloudy' stuff in transparent areas. Crank up the 'filter' value in the Caustics part of the render. Attached link is wild transparant stuff that illustrates the possibillity to make something rather nice looking...