Sounds like vrad treats the brush like it's a translucent material, and samples lighting from the other side of it, as though the light is bleeding through the window. It is pretty sexy.
I've never used it before, but the instructions on that Sven post seem thorough enough. A few things stand out that could be stopping it from working for you, Boomer.
Create an info_translucent entity, disable the Smart Edit mode, add keyvalues. Keys are names of textures, values are their translucent amount.
Values are from 0.0 to 1.0: 0.0 = normal; 0.3 = 30% light from back and 70% light from front; 1.0 = 100% light from back and 0% light from front. Also support 3 values mode to set r g b amount individually.
Disable Smart Edit and insert a key the same name as the texture you want the light to filter through, and enter it's translucency as the keyvalue, from 0 (no light filters through) to 1 (all light filters through). Make sure the texture name is correct and the value doesn't go over 1.0. You can use 3 values to set the individual r g b bleed amounts, but that doesn't seem that necessary.
There is also a limitation in the shape of solids that use translucent textures: They must not be thicker than 2 units. (The max thickness '2' can be changed by hlrad parameter '-depth #').
Make sure the brush is 2 units thick, or use that compile parameter to increase the thickness to suit your brush.
Gonna' have to test this myself. I'm pretty surprised at how advanced ZHLT is, I'd have killed for half this stuff when I was still mapping for Source.