It's rather simple, you have to have a light which cast shadows (depthmapped or raytraced, doesn't mather) check the ground shadows in display pulldown menu ( poserdefault) and in the advanced settings of the materialroom check  "shadow_catch_only" of the ground posersurface nodes.

For my image above I used a beautiful background I've found in the sharecg website, I use this one as desktop on my computer.

best regards,

Bopperthijs

 PS. you need to blur the shadow a bit , and yeah I know the light come from the wrong side.

-How can you improve things when you don't make mistakes?