I am not on my home computer ATM, but it is the second setting under Shadow Blur Rate on your light properties.  This value should be about 4x your blur rate.  For example, if blur is set to 10, increase that rate to 40.  Now I may have the term incorrect because I have no point of reference to be exact until I can access a manual somewhere.  But if you want to control your shadows, the light settings is where to look.