You need to change the opacity settings.
You can do this either in Milkshape in the meshcomments or in SimPE in the Generic recol editor/Content/Groups(plugin view)of the gmdc file
The meshcomments(opacity) are set to -1 by default if i remmeber correct, set one group to 3 and the 2nd to 5.
Just keep in mind that you will have a correct opacity between the 2 curtains from just one angle.(either the front or back)
Moving the camera to the front(or back) will cause bleeding through from one group.
You could pull this off so it works from viewing both sides but i think you then need to clone a window(or door) wich has 2 sets?