this option doesn't depend on the window style
the only transparent window decoration i know is on compiz fusion and emerald
can you run compiz? please verify that you have it installed
there is many themes in kde-look.org with this details you mention
"I was using PCLOS 2007 days ago and I like the window display style in that version very much."
i can't remember 2007 settings, wasn't la ora window decoration or the xp imitation?