The only setting you need concern yourself with in Firefly's Render Options is Cast Shadows. Enable it, and you're ready to go. Assuming you've installed the latest service release, Firefly will properly render transmapped shadows, whether the lights use shadow maps or raytracing. What you have to watch out for are your material settings. Again, when you apply your transmap to a material, make certain Transparency_Falloff=0.0. If the transparent parts aren't truly transparent, neither are the shadows.