Hi Newbie,
Thats not shadows, thats your meshes normals all out of shape. There are two things you can do here. Fix the normals in your modeling program, it will be called something like smoothing groups. Or In LE you can edit this also in the model editor->Tools->Calculate Normals. Experiment with the results but I would choose 'Angular Threshold' and play with the angle value. The number you choose will depend on the model.
My opinion would be fixing it in your modeling program. I only know Modo so I could only tell you how to do it in that.
tjheldna's post in Shadow issue was marked as the answer