Yeah putting glass into a window can do that!!
There's a free tutorial on this site showing how to create and use alpha maps and I made a quick tutorial for someone a while back showing how to use light fog with transparency maps....
to watch it.
I'm sure that there are plenty more tutorials out there, I pretty much learnt through trial and error.
nice job by the way, could be a bit glloomier in the corners though. I look forward to seeing the daytime version.
Take it easy,