In response to gs, this faq explains why (before Qt 4.5) you cannot achieve this:
Frequently Asked Questions Link:
There is no direct support for partial transparency, where the window is transparent and the widgets on it are not in Qt.
, PyQt Qt 4.4 , . gs other answer, about setAutoFillBackground (True) , -, .
. Qt.WA_NoSystemBackground, , , :
Qt:: WA_NoSystemBackground
, , , . : WA_OpaquePaintEvent, (, , . "" , ). / .