You probably saw the shadow study models. They were rendered in 3ds max but you can also put untextured models in the world editor by merging all objects in one and applying a white texture or a "replaceable id 1" which would be team color, of course on doodads the team color will be black or gray.
The shadow and light thing I usually do is made with 3ds max by baking textures. It requires neodex tools or 3ds max 5 with art tools, both work fine. The procedure is a little more complicated and delicate. I might make a tutorial about it when I have time, if you are interested in something like that.
Thanks for your interest in my stuff, I'll explain things a lot more finer for you if you ever ask about it.