@Derron, Awesome and Thanks. That was just what I needed.
SuperStrict
Framework SDL.gl2sdlmax2d
Graphics(800, 600)
Local window:TSDLWindow = TSDLGLContext.GetCurrentWindow()
window.setOpacity( 0.5 )
Repeat
Cls
DrawText( "X", MouseX(), MouseY() )
Flip
Until KeyHit(KEY_ESCAPE) Or AppTerminate()
End