I made this thing
http://www.udec.cl/~jfuente_alba/multiplane_test.exe
Jump and while still going up, push up or down to go to the background (blurred) or foreground plane.
I didn't add parallax because it wouldn't be right with constant player speed, but with more work it could be done and it would look great.
Also: is there a way to change layer effects parameters? changing focus to the current layer would rock, but I can't figure how to access the effect to set the values.