How do you make a Mesh Transparent in DirectX 9

How do you make a Mesh transparent using DirectX version 9? This C# code came off of the MSDN site, and it makes opaque spheres, even though it was advertised to make transparent spheres. What am I missing?

public void DrawSpheres()
            {
                  // Create the sphere geometry.
                  Mesh rearSphere = Mesh.Sphere(device,1f,10,10);

                  // Copy the sphere, adding a diffuse color to the vertices.
                  Mesh sphere = rearSphere.Clone(MeshFlags.Managed,VertexFormats.PositionNormal | VertexFormats.Diffuse,device);

                  // Add the same color componant to the original sphere.
                  rearSphere = rearSphere.Clone(MeshFlags.Managed,VertexFormats.PositionNormal | VertexFormats.Diffuse,device);

                  // Lock the vertex buffer of the rearSphere to obtain the vertex information.
                  CustomVertex.PositionNormalColored[] Source =
                     (CustomVertex.PositionNormalColored[])rearSphere.LockVertexBuffer(typeof(CustomVertex.PositionNormalColored),
                        0,rearSphere.NumberVertices);

 
                  // Loop through the vertices, adding a red transparent color to each.
                  for(int x=0; x < (Source.GetLength(0)); x++)
                  {
                        Source[x].Color = Color.FromArgb(0, 255, 0, 255).ToArgb();
                  }
                  rearSphere.UnlockVertexBuffer();
 
                  // Add a color component with alpha to the second sphere.
                  CustomVertex.PositionNormalColored[] Destination =
                        (CustomVertex.PositionNormalColored[])sphere.LockVertexBuffer(typeof(CustomVertex.PositionNormalColored),
                        0,rearSphere.NumberVertices);
 
                  // Instead of adding the same alpha value to each of the vertices,
                  // this code increments the value, creating a gradient effect across the sphere.
//                int num = 256/Destination.GetLength(0);
//                for(int x=0; x < (Destination.GetLength(0)); x++)
//                {
//                      Destination[x].Color = Color.FromArgb(150, 255, 255, num*x).ToArgb();
//                }
                  sphere.UnlockVertexBuffer();
 
 

                  // A StateBlock is used to reset the device to its former state after we draw transparency.
                  StateBlock sb = new StateBlock(device, StateBlockType.All);
                  sb.Capture();
 
                  // Use the diffuse vertex color as the DiffuseMaterialSource for color lighting calculations
                  // (as opposed to a material).
                  device.RenderState.DiffuseMaterialSource = ColorSource.Color1;
 
                 // Set up the device to render the alpha information.
                  device.RenderState.AlphaBlendEnable = true;
            //    device.RenderState.SourceBlend = Blend.SourceColor;
                  device.RenderState.SourceBlend = Blend.SourceAlpha;
                  device.RenderState.DestinationBlend = Blend.InvSourceAlpha;
 
                  rearSphere.DrawSubset(0);
 
                  // Translate the rearSphere so that it is drawn behind the sphere.
                  Matrix m2 = device.Transform.World;
                 m2.Translate(1,0,2);
                  device.Transform.World = m2;
 
                 
 
                  // Rotate the sphere so we can see the gradient a little better.
//                device.Transform.World = m2;
//                Vector3 rot = new Vector3(90,0,0);
//                m2.RotateAxis(rot,-45);
//                device.Transform.World = m2;
 
                  sphere.DrawSubset(0);
 
                  // Restore the device to its original settings.
                  sb.Apply();
           }

-Kelly