This one of the drawbacks of PSE...it doesn't give you as much control over styles. I believe it does have the dodge and burn...you can use that to add your shadows. Or, one you put a shadow style on there...if you KNOW you are done..but dont' like the shadow itself. Make a another layer, group the two, merge them...then your shadow will just be part of the layer (not a separate style) and you can use your eraser tool to adjust it. HTH!