I use Pakled's method. What I do is create my speech bubble, and then make it at 67% transparency (arbitrary number, I know.. but it's what I keep with).

As for the speech bubbles themselves, I draw them on a separate layer by doing a circular selection to make the oval, use the polygon selection tool to get the triangular part to point to the character, and fill that selection with pure black. Then contract the selection by 2 pixels, and then fill that with white. Then just use the Blur More, and do the transparency thing. Bingo! :D

 

Currently using Poser Pro 2012 (Display Units = feet)

AMD Phenom II 3.2ghz (6 cores)

8gb RAM

Windows 10 Pro 64bit