I'm not sure about making them completely transparent but I do know if you mess around with the color mixer a bit you can get them pretty damn close.. I find choosing "Frost" as the Windows Color helps too.. I imagine you could get them totally transparent by using a 3rd party app though..
I am having a bit of an issue with my newest install that I haven't run into before... the taskbar is darker than the window border. That is why I'm searching for a way to make it completely transparent. I have a 3rd party app which removes the taskbar and leaves the start button, and it looked beautiful... but I soon realized how hard it became to navigate various programs that were open at the same time. alt+tab can only take you so far.
I have yet to turn up a program to do what I am looking to do right now, but I'll keep searching. Thanks for the input.