are you using in game footage or keyed footage ( greenscreen )
if you're using in game footage I recommend you start masking in vegas
duplicate the masked footage and start with 3D tracking.
or a plugin called "pluginpac" which you can download here
http://users.pandora.be/pap/pluginpac.zip
Play with your brightness to make it dark !
make sure your "shadow" footage is beneath your source footage
Now a cool little effect is blurring it
as for the keyed footage almost the same
only use chroma keyer
Hope this helps