1.. Open System in Control Panel.
2.. On the Advanced tab, under Performance, click Settings.
3.. On the Visual Effects tab.
4.. Select the check box for those items you want to turn on. Clear the
check box for the items you want to turn off.
Note
a.. To open System, click Start, point to Settings, click Control Panel,
and then double-click System.
b.. Make sure there is a check next to "Use drop shadows for icon labels
on desktop".......I think it is the next to last item.
Heirloom, old and that ought to do
it