Hi Crystal,
You might get a response if you post this question in either
Starting with gamestudio or the Tutorials forums.

Maybe even try to do a search on shadows and see what others say.

Anway, I could be wrong but it could be a number of things.
1) Your system specs.
2) You may need to tweak the build settings.
3) Or it may be the version your using doesn't allow for good
quality showing. I could be wrong on all three.

If you are going to repost your question in one of the forums above
please include the GS ver you are using and maybe a bit of info
about your system specs. This will make it easier for people
to answer.

I know because a few times I have asked a question in other
forums without much info and never got a reply.
It's seems like the more advance users couldn't be bothered
answering unless you give them every little bit of info
you can to help them answer.

All and all, They are really nice and helpfull people though.

Good luck...