Transparency can be a difficult effect to do accurately in pipeline architectures like OpenGL. The general technique is to draw opaque objects first, with the depth buffer enabled, then to make the depth buffer read-only (using glDepthMask), disable the depth test, and draw the transparent geometry. However, care must be taken to ensure that the transparent geometry is drawn from back to front. That is, objects farther from the viewer should be drawn before the objects that are closer. This requires some sort of depth-sorting to take place prior to rendering.
The following images show an example of a block of small, semi-transparent spheres with some semi-transparent cubes placed evenly within them. ...