Please help me with this (http://forums.civfanatics.com/showpost.php?p=3077684&postcount=8) ...

The shadow is probably colored a transparent color. Make sure thats not the case, or it will never show up no matter what you do... :(

How did you create the palette for it?

I used the palette editor and made the last two colors magenta and neon green. Transparency... isn't the shadow semi-transparent?

I figured it out! Yeehaaaaa....

Thanks for the tips, Geddon and Bjornlo, you pointed me in the right direction!

The palette was wrong, which is what I thought. Open any unit and you will see what the palette should look like. The for photoshop the first two rows and the last 4 rows are reserved (for units) for PaintShop pro it is the opposite.