Problem solved.
LXDE is by design a light-weight graphical environment with no direct
composite manager.
There are 3 options:
1. xcompmgr - a basic lightweight composite manager with a few effects
such as shadows and translucent windows. Works with Cairo or Docky. N.B.
don't forget to add xcompmgr as part of your autostart programs on logon.
2. metacity - the standard software based composite manager for basic
graphics cards
3.compiz - the fully fledged all singing all dancing wobbly effects
composite manager requiring a more modern graphics card.
I installed first and now I have transparency.
sudo apt-get install xcompmgr
After this must to go in: /etc/xdg/lxsession/Trisquel-mini
and edit the file "autostart" and add:
@conky -p 3
@xcompmgr -c
My autostart file have this:
@lxpanel --profile Trisquel-mini
@xscreensaver -no-splash
@xcompmgr -c
@gnome-power-manager
@pcmanfm --desktop --profile Trisquel-mini
@/usr/lib/policykit-1-gnome/polkit-gnome-authentication-agent-1
@conky -p 3
I found the answer here:
http://askubuntu.com/questions/53745/compositing-in-lubuntu