I believe I know how they did that, but there are major limitations.
Firstly they must have some other app running to set the explorer window to glass (or hacked some other dll perhaps?)
Then you will find noticable text rendering issues (look closely at the treeview text colour, the command bar text and the changing colour of the documents section text) and the issues will probably become more obvious on light wallpapers or with lighter themes.
Depending on exactly how they did it you may also find the open dialogs in other apps look a little funny too.
Of course thats not to say there isn't a way to achieve this without those limitations in the future...