I am sure this is something quite simple I am missing but for the life of me, I cannot get it to work!

I have a scene in WED and I have lights placed. It looks nice when I compile as all the light maps work fine. The problem I am having is when I 'Load Entity...' and pick an MDL file. The mesh loads in fine, but it does not receive any lighting, nor does it cast any shadows.

How do I do that?

I tried 'Shadow' and 'Cast' attributes for the MDLs properties. To no avail.