Attached Link: Elemental Spirits:Fire

Hi, I've got a piece here which has been created using a combination of Photoshop and Poser. I'm very new to the whole art thing in general so please excuse me is this sounds like a silly question.

As you can see my peice is almost done but I'm having a problem painting the right  shadow between the wings and the body. The whole thing looks loke it's been "pasted together,"  mainly because it has. How  can I make it look complete?

You can have a look for yourself by clicking the above link.