[john.gersh]

This another hack and perhaps not always applicable, but maybe it's less of one.

Unfilled shapes do have inner shadows. If you want a filled shape with an inner shadow:

Make a filled, unshadowed shape. Duplicate it and put the copy in front of the original. Make the front one unfilled and add the shadow. Group them.

When you do this, make sure that the shadowed shape is set to put its shadow over objects behind it (lower left buttons in the Shadow Inspector).