[Giseli Freitas]

I use PSP. Never have this issue. I use the 'multiply' blend mode ONLY when my shadow in over a darker background. For 'lighter' backgrounds, I use the 'luminance' blend mode b/c it gives me a better and not-too-strong shadow effect.
When I have a paper/element under that is white or almost white, then I switch to 'luminance legacy' blend mode. It gives me the same effect of 'luminance', only it's even more 'softer' and to me it works better in really REALLY light backgrounds.

***ETA***
Another tip I just remembered: this 'lightening' of the shadow with 'multiply' blend mode only happens when you merge the element with its shadow or group both layers over darker backgrounds. Just link your layers w/o merging / grouping and you'll avoid this issue. Your final, flat, image will be just fine.