this.setStyleSheet("QMenu::icon {background-color: rgba(0,0,0,0);}")

"QMenu::icon:hover {background-color: rgba(0,0,0,0);}" 

"QMenu::icon:hover {background-color: transparent;}"

import sys
from PySide import QtGui, QtCore
from qqqq import tray

app = QtGui.QApplication(sys.argv)

app.setQuitOnLastWindowClosed(False)

ex = tray()
ex.show()

sys.exit(app.exec_())

from PySide import QtGui, QtCore
import sys

class tray (QtGui.QSystemTrayIcon):
    def __init__(self, parent = None):
        super(tray, self).__init__(parent)
        
        self.setIcon (QtGui.QIcon.fromTheme('help-about'))
        
        self.right_menu = RightButtonMenu(self)
       # self.left_menu = LeftButtonMenu(self, parent)

        self.activated.connect(self.activ)
        self.setContextMenu(self.right_menu)
        
    def activ(self, reason):
        if reason == QtGui.QSystemTrayIcon.Trigger \
                            or reason == QtGui.QSystemTrayIcon.DoubleClick:
            self.showMessage('wwww<b>dfff</b><i>ass</i>', 'wwww<b>dfff</b><i>ass</i>', int = 1000000)

    def close(self):
        sys.exit(1)
        
class RightButtonMenu(QtGui.QMenu):
    def __init__(self, parent):
        QtGui.QMenu.__init__(self)
        
        # Add about program
        About_icon = QtGui.QIcon.fromTheme('help-about')
        self.about_action  = QtGui.QAction(About_icon, ("About Program"), self)
        self.addAction(self.about_action)

        # Add tools
        tools_icon = QtGui.QIcon.fromTheme('preferences-other')
        self.tools_action  = QtGui.QAction(tools_icon, ('Program settings'), \
                                        self)
        self.addAction(self.tools_action)

        exit_icon = QtGui.QIcon.fromTheme('application-exit')
        self.exit_action  = QtGui.QAction(exit_icon, ("Exit program"), \
                                        self, triggered=parent.close)
        self.addAction(self.exit_action)
        
        bg_color_alpha = 'rgba(0,0,0,150)'
        self.setStyleSheet( self.styleSheet() + \
                    'QMenu {'\
                    'color: white;'\
                    'background-color: %s;' %bg_color_alpha +\
                                       '}'\
                    'QMenu::icon:hover {background: transparent;}' \
                    #rgba(0,0,0,0);}' \
                     )