The blue shadows (also visible in mine) are from the fact that several of the lights represent the ambient "sky" light we recieve. It results in an "evening out" of the primarily yellow sunlight. Personally, I tend to use such lighting setups most often in scenarios where the ground isn't seen, so the shadows don't advertise the artificiality of it. And, sure, gimme a day or so to zip that quickie lightset up and give it a home, and it'll be in Freestuff.

Remember, kids! Napalm is Nature's Toothpaste!