You will need to make sure that Raytracing is turned on for the glass to look real. Raytracing is the only way to achieve the looks you want such as refractions.

Also, don't forget that you also need to set your glass materials Refractive Index to 1.5. Once you have done all that, the glass should bend the light behind it.

Also, your wineglass needs more depth. You should have also included the inside line of the wineglass in your curve like the one on the right: