If you do not wish to do this, and just want a patched version of Aero which forces transparency, see this deviantART submission: Patched Aero to force Transparency
There are two methods in doing this, the first is using Ave's Vista Style Builder, and the second is the method of HEX-hacking. The latter is free, but harder to do, and the former is payware, but is incredibly easy.
Video proof and demonstration:
Method 1: Ave's Vista Style Builer (Further on referred to as "VSB")
1. Open up VSB, and open an existing visual style, or start a new one
For this, I will create a new visual style, based on Aero.

2. When VSB has finished loading resources, you will see this window:

3. Navigate to "Fonts, Colors & System Metrics" and then to the section "Colors (Globals)"

4. When "Colours (Globals)" Is selected, on the bottom right you will see a list of properties:

5. You'll see a "property" called "COLORIZATIONCOLOR:INT" with (most likely) the value of -2105377.

6. Double click on the value, and change it to 0 (Yup, Zero.)

7, With that done, Save the visual style.

When applied, if Aero is enabled, Transparency will be forced on.
Method 2: HEX-code hacking
This method was found by marxo (deviantART page: http://marxo.deviantart.com/), with a little help from me.
For this tutorial, I will be using "HxD" as my Hex-editing program.
1. Open up your hex editing program. As stated, I am using HxD.

2. Open your VS in your hex editing program. For this, I will be using the default Aero.msstyles.

3. Press CTRL+F, or open a "Find" window in the hex editor, set the "Datatype" to "Hex-values", and search for "DF DF DF FF".

4. You will find these values:

5. Change these values to "00" (Zero zero):

6. Save the visual style.
When applied, if Aero is enabled, transparency will be forced on.
Many thanks to Marko for finding the hex address!











