I seriously love the shadows on my page that you posted
I used the free styles that Megan Turnidge had on her blog. Don't know if she still has them posted or not. And for the ribbon (and a lot of other elements) I use the warp tool - all shadows end up being on their own layer before I can warp though. I learned that from Misty's blog. I love blogs - and the tips and tutorials
eta - I always add a slight shadow to the opposite edge of my main shadow too. HTH!