Shadows are one of the most important elements in making your effects blend into your movie, and are also an area where AlamDV2 is very limited. That is one of the main reasons that AlamDV2 is not very good for adding 3d type effects to your movies. As brettsta said, you can add some basic shadow shapes using available plug-ins, but results will rarely be better than mediocre. Alpha Shadow Plugin
Chromanator can do pretty good at this, and AlamDV3 will be much improved in this regard too, I think.