That's the one thing I miss about moving to PSE8 from CS2... I loved my warp tool for shadows. Maybe I'll win the lottery and can subscribe to the Adobe CreativeCloud thingie. I'm an old fashioned girl and I just like to have software without the monthly st(r)ing attached to it.
I did not know about this possibility... didn't think about it at least. interesting. I've never tried to actually split my shadows, because I haven't found something that was like... "if this shadow isn't moved I can't love my layout!!!" for me. The time it would take to split the shadow to be able to modify it isn't really worth it.... BUT... this second option seems like it would be faster, so I'll have to try to keep that in mind!
I have a video tutorial for the steps Lorry mentioned for PSE . . . just thought I would share in case anyone needed it!