The problem is, that for texturing the UV coordinates are usually overlapping each other, they can be mirrored and the texture can be tiled.
For a shadowmap they can´t be arranged this way. This is because each mapped face will need a unique representation on the shadowmap - because the lighting of course doesn´t tile.
In another thread Jcl has said, that in a future update there will be the possibility for a second (different) arrangement of UV coordinates. This one could then be used for the shadowmap.
The other thing is, that there´ll be a possibility to include static meshes in WED, and the lighting would be similar to levelgeometry.
For me - at the moment - the best idea is to wait (and hope) for these features.