The (drop)shadow-less PuTTY

I have noticed (and this isn't a "Windows Vista" kinda thing, on XP happened the same) that if you use Y'z Shadow, to get the drop shadow effect, then the main window for PuTTY, the best SSH client for Windows, IMHO, does not produce any shadow beneath it.

It does "get" the shadows from any other windows that happen to be on top of it, but, like you can see on the screenshot, the PuTTY window doesn't cast any shadow on the desktop; or onto anything that happens to be beneath it.

This obviously doesn't affect the program at all, unless you are a raving drop shadow fetishist, and this does not affect the "terminal" windows with the actual SSH sessions at all, only PuTTY's main window.