Since I just answered this on the Monkey Forums, and created a nice little image to illustrate it, I thought it might be useful to repost my description here.

Here's roughly how I achieved the Glow effect on NeonPlat.

First, draw your sprite in a RAW form, then make a copy, make it bolder, then blur it all up a bit.
Finally, load both the RAW and the BLUR into your game, draw the Raw first, then draw the blur over the top.
It really is a simple effect, and depending on how large your blur-sprites are, you can get a really decent amount of glow coming off your sprites.
Simple, but effective.