Hmmm - in the first ss, both IE and control panel are obviously *not* maximized - however, I also notice a couple of buttons in your cp window - are those from Ultramon? If so, ditch the buttons - I use Ultramon without the buttons, relying on KB shortcuts (I used CTRL + ` to switch to next monitor) and the context menu of taskbar items.
Then, for full screen items, I used VistaGlazz to allow aero glass even in maximized items.
Finally, for Fx 3, I used Glasser extension.
Net result - I have glass everywhere.