If all you are looking for is the standard glass effect (which includes the blur), check out this article:
http://www.codeproject.com/KB/vista/AeroGlassForms.aspx
Basically, all you're doing is extending the window's frame (which already has the glass effect) into the client area. You have to call the DWM API that come with Windows Vista or later using a couple of P/invoke methods because this is not built into the .NET Framework.
EDIT: If you're looking for more control over the blur effect, you might look into more specifically the DwmEnableBlurBehindWindow function from the DWM API, although I have not used this myself.
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