Shining a light through an entity

Another thing I want to try and acheive is to shine a light through a semi-transparent object, using a hardware light. I tried putting it behind the object and pointing it outwards, but that didn't seem to work :)

As far as I know, DirectX lights only lights up geometry (e.g. vertices) and is not visible like lights in 3D rendering software..

And they shine through objects anyway, it won't cast shadows.