Use a .png shadow bg. This is pretty tricky and you have to use a hack for IE (of course).... I dont have the link in front of me now for the hack, but I'll post it later...
Or you can try to figure it out from my code on this sample site:
http://www.pilotdesigns.com/canongate/
http://www.pilotdesigns.com/canongate/layout.css
It's in the #container tag in the CSS and then I may have linked to something in the index.php page..
good luck