Goram, Actually, VB gave you a hint, and I'll expand on this a little bit.
The green screen technique is used all the time in movies and can easily be used with anim8or.
Set your background to green and make a shadow receiving (but not casting) green plane.
Now you can render your video and the shadow should be there.
You can now easily edit the video to make the green color transparent in your video editing software.
All the major NLE programs will allow this technique, including many of the free ones.
Remember, there aren't many things you can use 3d rendering programs for other than, games, still images, and video, so, chances are someone here has dealt with the same thing. Perhaps one of us has even used your exact NLE and can help you further.