Doing shadows on boxes is quite a hassle within CSS. Though modern browsers support this in one form or antoher, it is tedious to look up the actual style property the few times you actually use them. If you want to support the lesser IE versions, it quickly spawns into a real nightmare.
Well, I looked into this a while back and created a fun little generator to play around with. By dragging a sun around, a complete set of CSS is generated for you that is safe to use with most browsers. In general it should support most modern Browsers & Internet Explorer down to IE7.