You might mention also turning on the "Ray" button in the Render panel in Render (F10) - the default is off, at least in my Blender setup. Not knowing about that button could leave newbies totally stuck.
Glass Tutorial - Blender 3D. In this tutorial we will learn how to make and object look like it is made of glass. 1) Select your object. 2) Hit the "F5" ... 2glassblender.blogspot.com