If you make the figure invisible (either through transparency or the Visible option), it won't be able to cast a shadow.

In a recent Director's Cut thread, I described a technique to render the shadows separately from the rest of the scene, so you can apply them in post. Works great when you're using images or videos for backgrounds.

http://www.renderosity.com/messages.ez?ForumID=12425&Form.ShowMessage=1077630