I just tried to make 3 cubes each with a light inside all lined up in front of a wall
1 with transparency on
1 with alpha 0
and
1 with both
one the last one the light showed up on the corners of the cube, didn't light the wall I had put behind

.
On a whim I tried to switch on "Trashado" and viola the third cube worked as supposed.
It on the shaders thingy(on the shaders tab not the mirror transp tab), there are some buttons.
I enclose the .blend and a render. For some reason .blend is not an allowed filetype so it in a .zip
Hope it helps.