Whelp, first make sure the layer you are casting the shadow onto is close enough and your light is aimed correctly (simple stuff but had to include it). Also make sure you’re not in wireframe in the monitor window.
What about the color of the light you are casting… maybe that’s an issue?
But for shadows to work you need to make all of your layers that you are casting shadows with into 3d layers and make sure all of their material options have accept and cast shadows turned on as needed. This and object allignment are most likely the problem unless there is some serious software/hardware problem.
Maybe I helped a little.
peace,
Michael