Caustics? Help with shadows and lights?

I have been trying to get a sphere to let some light through it, but I can see through it and the shadow is pitch black. Is this caustics? I don’t know if I’m using the right words, since this is my first try with anything of the sort.
Here is what happens.

Could anyone help?

give the objects behind the sphere a material. next, click on TraSha, (transparent shadow is under the shadders menu.) that should render light trough the transparent object.

CAUSTICS are light reflection and are an addition to the shadow in your scene. but blender cannot render caustics yet. use yafray for that.