Welcome aboard PhilTulips, the "easy way" is to use Photoshop layer effects. I like to go old school on it, has more control over the layer.
- In the Layers palette, double-click the layer to get it off the background layer.
- From the main menu select Image -> Canvas Size, Expand the size of the document to accommodate the shadow.
- From the main menu select Select -> Load Selection -> leave Layer 0 Transparency selected. You'll now see the marquis.
- From the upper right of the layers menu, select new layer. Drag Layer 1 below Layer 0.
- From the main menu, Select -> Modify -> Feather. Enter 4 pixels. You may want to redo this step until it's the right amount of feather.
- From the main menu select Edit -> Fill, use 100% Black.
- Using the nudge keys on your keyboard, < ^ >, nudge in the direction you want the shadow.
- In the layers menu, adjust the opacity of the shadow layer.
- From the main menu select Layers -> Flatten image to save as a jpg - Or - Merge Visible and save as a .png if you want the shadow transparent over other page objects.
An alternative way that can be re-used: Save the shadow layer only (delete photo layer) as a .png then use absolute positioning and CSS to apply the shadow to all objects on your site. This will be a little restrictive as the pics will be limited to the size of the shadow.