Alternately, you could use draw a version of your background with the shadow in place and set the background frame from normal to lighning at the appropriate time. The advantage of this is that you wouldn't need to darken the shadow area, you could brighten everywhere else, which could look more realistic.
GarageGothic's suggestion is more flexible, but I think using background frames could be simpler. Also, you wouldn't risk the game slowing down on slower computers.
GarageGothic's suggestion is more flexible, but I think using background frames could be simpler. Also, you wouldn't risk the game slowing down on slower computers.