On all the materials for your figure, make sure the Diffuse, Specular, Ambient, and Translucent values are set to zero, and nothing is plugged into the other channels (or set the colours to black - same thing).
Oh, and make sure transparency and edge transparency are zero.

"If I were a shadow, I know I wouldn't like to be half of what I should be."
Mr Otsuka, the old black tomcat in Kafka on the Shore (Haruki Murakami)