When going to build the level:

make sure the slider called 'Light Calculations' is set to High Quality... this will take longer to build, but the shadows will be much better...

I think there's another setting that might help too... but I dont remember if, or which one... I DO see that the 'Lightmap Ambience' slider says at '0' it creates a better shadow gradient... i'd try the light calculations setting first.

- Jason