In standard Inno Setup, I do not think you can make WizardForm.RunList (TNewCheckListBox) transparent. But as the simple TNewCheckBox is transparent, you can replace the WizardForm.RunList with TNewCheckBox (or more of them, if needed – not covered by the code below).
[Code]
procedure RunCheckBoxClick(Sender: TObject);
begin
  WizardForm.RunList.Checked[0] := TNewCheckBox(Sender).Checked;
end;
procedure CurPageChanged(CurPageID: Integer);
var
  RunCheckBox: TNewCheckBox;
begin
  if CurPageID = wpFinished then
  begin
    if (not WizardForm.RunList.Visible) or
       (WizardForm.RunList.Items.Count < 1) then
    begin
      Log('No items to run');
    end
      else
    if WizardForm.RunList.Items.Count > 1 then
    begin
      Log('More than one item to run, ' +
          'keeping the standard non-transparent run list');
    end
      else
    begin
      Log('Replacing the one item in the run list ' +
          'with a simple transparent checkbox');
      RunCheckBox := TNewCheckBox.Create(WizardForm);
      RunCheckBox.Parent := WizardForm.RunList.Parent;
      RunCheckBox.Left := WizardForm.RunList.Left + ScaleX(4);
      RunCheckBox.Top := WizardForm.RunList.Top + ScaleY(4);
      RunCheckBox.Width := WizardForm.RunList.Width;
      RunCheckBox.Height := ScaleY(RunCheckBox.Height);
      RunCheckBox.Checked := WizardForm.RunList.Checked[0];
      RunCheckBox.Caption := WizardForm.RunList.ItemCaption[0];
      RunCheckBox.OnClick := @RunCheckBoxClick;
      WizardForm.RunList.Visible := False;
    end
  end; 
end;
