I have Carrara 4.
I had an idea to experiment with makeing  a stained glass window. To start, I made a hollow cube placed on a plane and put my only sourse of light in the cube. I cut a square window in one wall of the cube and  placed a colored piece of glass in the hole. I render it and the window glows but does not cast light on the outside of the cube on the plain. How do you make that happen?
I had "Light through Trans" checked in the Render room.

2 places have "light through trans" and make sure transparent in texture room too

not 100% sure if C4 let light through, dont have C4 :) but C5 works fine

Just popped this out with C4 (which is what I have here at work).  Seems to be what you're trying to do. 

Where I ran into trouble was where the color was in the glass shader.  When I gave the glass a red color, but a value for transparency, the light spilled through as white.  When I gave the glass a color in the transparency value, the light spilled through as if it was shining trhough a red filter.

The only place I had to check "light through transparency" was in the render room.

Hope this is helpful.

Oh, and my cube was built in the Vertex room with the polygon deleted to make the hole.  The red glass is a cube primitive placed in the hole in the vertex cube.  The bulb is completely inside the vertex cube but high enough in the cube to be sure the light is cast onto the plane.

 - Dex

Like sfdex said, You do have to set the "let light through" options in the Raytracing box.  I don't think you have to in the GI box.   BUT the trick seems to be in the texture.   The Transparency option must be on and then the shader has to be set to something other than none.

In the attached example, (render is overlayed teh texture options) I set the Color Map to a texture, the transparency to the same texture and the transparency's shader to the same texture.

hope that helps, I'm a stranger here myself.

Here are the settings I used in C5.1.  You just need the texture in the color and translucency channel.  Of course, make sure transparency and light through transparency are checked - not the one for GI.

tkane is using the volumetric light option also. That was improved in 5.1 to pickup color better and c4 doesn't have the second light thru trans option anyway. The translucency option isn't going to work in c4 either. I think what has worked is copying the same settings from color channel to transparency and glow. I think  the glow channel can work with this in c4. Kinda simulates translucency.