If you did read title so you can possibly guess what is the problem. With my ATI Radeon HD 4850 shadows and everything worked fine.

When I go to video options, everything else is maximized and on, except "Shadow on grass", "Shadow filtering" and of course AA because of HDR. I do have some shadows like dark areas in dungeons and houses. Every actor is shadowless, every object is shadowless, and only tree canopy shadows are visible.

I am using only one monitor, and graphic cards full name is "GTX 560 DirectCU II TOP". If you people need more information, just ask.

I had also some HDR black/green screen issues, but I got those fixed with shader tricks.