I have been ripping my hair out over this issue, I want a simple shadow that does around the whole element, besides for the top. I got it to work in Firefox and Chrome with
there are solutions here: http://www.artlebedev.com/tools/technogrette/html/filters-in-ie/ combining the glow and blur filters which look significantly better, to quote one of the code samples on the page above:
.shadowed .shadow-3
{
filter: progid:DXImageTransform.Microsoft.Glow(Color=#000000,Strength=1.0)
progid:DXImageTransform.Microsoft.Alpha(opacity=25)
progid:DXImageTransform.Microsoft.Blur(pixelradius=1.75, enabled='true');
-ms-filter: "progid:DXImageTransform.Microsoft.Glow(Color=#000000,Strength=1.0)"
"progid:DXImageTransform.Microsoft.Alpha(opacity=25)"
"progid:DXImageTransform.Microsoft.Blur(pixelradius=1.75, enabled='true')";
color: #111111;
top: -2px;
left: -2px;
}