What do you call that effect?
Looks like this
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It's known as the modal backdrop where you apply a fade in opacity to the backdrop like this example demonstrates.
Its a popup window.
There are two types of window available one is modal and modeless window.
Modal Window : A modal dialog box requires the user to supply information, or cancel the dialog box, before allowing the application to continue. Applications use modal dialog boxes in conjunction with commands that require additional information before they can proceed.
eg: alert(),confirm(),we can create custom popup as modal window etc.
Modeless Window : A modeless dialog box allows the user to supply information and return to the previous task without closing the dialog box.
eg: information messages just appears and fade or the windows do not take whole control that means you can still access the parent window when the popup appears
Hope its make sense..