Take a look at shadow filter.
This would add a shadow on each side of an element:
.boxshadow {
zoom: 1;
filter: progid:DXImageTransform.Microsoft.Shadow(color='#999999', Direction=0, Strength=3)
progid:DXImageTransform.Microsoft.Shadow(color='#999999', Direction=45, Strength=2)
progid:DXImageTransform.Microsoft.Shadow(color='#999999', Direction=90, Strength=3)
progid:DXImageTransform.Microsoft.Shadow(color='#999999', Direction=135, Strength=2)
progid:DXImageTransform.Microsoft.Shadow(color='#999999', Direction=180, Strength=3)
progid:DXImageTransform.Microsoft.Shadow(color='#999999', Direction=225, Strength=2)
progid:DXImageTransform.Microsoft.Shadow(color='#999999', Direction=260, Strength=3)
progid:DXImageTransform.Microsoft.Shadow(color='#999999', Direction=305, Strength=2);
}
Should work in IE down to Version 6.