Try this:
set style fill transparent solid 0.35 noborder
set style circle radius 0.02
plot 'test' u 1:2 with circles lc rgb "blue", \
'' u 1:2 every 100 w circles lc rgb "red" fs solid 1.0 border lt -1
As you can see, you can specify for each data set whether to use transparency and which color to use.
If your data consist of two values (x and y position of the circle) you have to specify the circle's radius via set style circle ...
. If your data has three rows, you can use the third value to specify the circle's radius for each data point.
You can play with the transparency level, which ranges from 0 (full transparency) to 1 (no transparency).