There are two places where you can specify the shadow of an object. The first is the Rotation property in the Shadow Selection Panel. The second is adding a Shadow Effect in the Effects Selection Panel. These two settings act in exactly the same way. They are both using the Shadow Effect. The difference between the two methods is that in the first method, the Shadow Effect is always applied after all other effects in the video can as well as the the rotation setting. With the second method, you can place the shadow before other effects in the effects chain. You can even include multiple shadow effects in the chain, if you find that useful.