Do you have the light scaled out beyond the transparent object? A lot of times the default lightfog doesn't reach as far as you need it to, you may have to select the light, then hit the Show Manipulator Tool, now you can use the small icon near the light to change various aspects of the light. Click on the small icon and you will see that it changes, sort of like a clock as the hand goes around, each position affects a different aspect of the light.You may need to drag the point of interest and the decay regions out a bit to get the fog further from your light.

Darkon