I am not aware how to do any of those. I used to use a Desktop Mates Character, but don't recall whether there was a background or not. Also, I am not aware how to change transparency, I did not know Ultrahal had that option.
I'll look, and if I see anything, I'll post.[

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I found it, for visibility:
Right click the Hal icon in your system tray (by the clock)
You will see "Window Transparency" Mouseover that and it gives you % of visibility (transparency)
There is no 0% transparency. 10-90% is all. Unless someone knows how to fix it.
I am not aware any way of putting a background with a MSA of Desktop mate.