You have to restart the X server after changing the wm_ffm or wm_click_through preference.
The Mac version of Sparky requires that you run an X server. If you wish to start Sparky from the command-line instead of clicking on the icon use the executable Bouncing Dock icon.
You can start Sparky by clicking on the "sparky" icon in folder c:\Program Files\sparky\bin.
You can create a shortcut to sparky by selecting the icon and then choosing "Create Shortcut" under the folder File menu.
This behaviour results from Sparky being an X windows application instead of a native Aqua application. The delete key on some Macs produces a backspace character when using an X windows program. Two X windows preference settings help avoid extra mouse clicks when using Sparky dialogs.
But if you hold the Fn key when pressing Delete you will get a real delete character. When you move the mouse from one Sparky window to another you can automatically have the new window activated without requiring a mouse click.
The standard installation directory is /usr/local/sparky, but you can install it in any directory you like. You can start Sparky by running /usr/local/sparky/bin/sparky.