Hey 
blohod,
One approach is to place the shadows on their own layer.
To do this:
1. Create a new layer above your game.
2. Set its background color to white.
3. Set its "Transparent" property to "No", to make it solid.
4. Place the shadows on this layer, or if the shadows aren't their own objects, just arrange for the shadows to be rendered to this layer.
5. Set the shadows to be 100% opaque.
(This way a shadow by itself is black, and two shadows overlapping each other are also black. Everything not in shadow will be white.)
6. In the layer's properties, under effects, add the "Multiply" effect.
(You should now be able to see through the layer everywhere the layer was white, and you should see solid black shadows everywhere it was black.)
7. In the layer properties, set the opacity to something around 30%, so that the shadows won't be solid black. (Unless that's what you want.)
Finally, depending on how your shadows are cast, you may want to separate your other game objects onto a layer that can receive shadows (below the shadow layer), and a layer that ignores shadows (above the shadow layer.)