You can do this by using wordart. Click on insert, then picture, then wordart.
This will bring up a galary. A shadow one will probably be the one that is third row across and third one down. It is shown as green. Click on it and then click ok.
Your next screen will be "Edit wordart text". Pick your font, size, and text as you want displayed.
Click ok when you are done. It will then be inserted on your page. There will be a wordart text box that displays so you can edit your text or change the galary. You can also click on your phrase on the page and right mouse click. Pick format wordart and you can change the colors. Be sure to change the line color if you change the fill color.
If you change a color, try this one.
Click on dropbox next to fill color. Click on fill effects, then gradient. Then put a dot next to preset and change the preset color to rainbow. I like those colors. Or you can do two colors like black & red.
Hope this helps. If I confused you, let me know!