in Delphi Forms :: 
To create a nice effect for the user, you might want to decide the modal form to fade in - appear gradually from a completely transparent window. When the form is about to be closed - it fades out.
Read the full article to learn how to Fade In / Out an About Box or any Modal Delphi Form.
Related:
Nice example to show how you can do this. However, when you use this code, please keep in mind that in certain situations (remote desktop, old machines), changing the Alpha works extremely slow.
I used to fade a splash screen of a program, and it worked really smooth on normal desktops, but fading from 0 to 255 in 32 steps would take more than a minute via Remote Desktop.
Via VNC (with default settings) the behaviour was also kind of crappy. No delays, but the splash screen did not show up at all until the Alpha reached 255.