Comment 4 for bug 768616

I can confirm this as well, shadows do not appear under menus when right-clicking on the desktop. However, I don't have this problem in Chromium; going to install Chrome to see if there's any difference....

I've tried all the suggested configurations provided here: http://ubuntuforums.org/showthread.php?t=1521911
None of them seem to work for menu shadows on the desktop, though I have yet to see if they affect the ones in Chrome/Chromium.... Will report back.