If your running Windows Server 2008 R2 as a workstation and you've enabled all the Windows 7 GUI goodies you might have noticed by default the feature 'Aero Peek' that turns windows transparent isn't working. If you go to the little bezeled vertical bar on the extreme right of the taskbar and hover over it can you see your desktop? If not then you've got no Aero Peek love.
Head over to this guys page and use method #2 to enable it. In reverse of course.