The game already has shadows. Try looking in your conf file under [Render_OpenGL] or
[Render_DirectX] ( depending on which one your using) and find the Shadows setting and change it to 2. Don't forget to make a backup before changing anything.
Mine looks like this.
[Render_OpenGL]
TexQual=3
TexMipFilter=3
TexCompress=2
TexFlags.UseDither=1
TexFlags.UseAlpha=0
TexFlags.UseIndex=0
TexFlags.PolygonStipple=1
TexFlags.UseClampedSprites=0
TexFlags.DrawLandByTriangles=1
TexFlags.UseVertexArrays=1
TexFlags.DisableAPIExtensions=0
TexFlags.ARBMultitextureExt=1
TexFlags.TexEnvCombineExt=1
TexFlags.SecondaryColorExt=1
TexFlags.VertexArrayExt=1
TexFlags.ClipHintExt=0
TexFlags.UsePaletteExt=0
TexFlags.TexAnisotropicExt=1
TexFlags.TexCompressARBExt=1
TexFlags.TexEnvCombine4NV=1
TexFlags.TexEnvCombineDot3=1
TexFlags.DepthClampNV=1
TexFlags.SeparateSpecular=1
TexFlags.TextureShaderNV=1
HardwareShaders=1
Shadows=2
Specular=2
SpecularLight=2
DiffuseLight=2
DynamicalLights=1
MeshDetail=2
VisibilityDistance=3