Did your eyes glaze over from all that tech talk? Let's make it simple: if you're on Windows or OS X and you don't see shadows, odds are that your settings are wrong. Open up Video settings in game, and slide the Shadows slider all the way to the right as far as it will go, and then escape out and see if Shadows appear. Note, however, that this will slow your computer down, and as we said earlier today, older computers might have trouble doing this. If you're running an older PC or Mac, you may have to forget about the dynamic shadows completely.
That said, according to the Blues, with the shadow slider flipped all the way up on a PC and a Mac, the PC's shadows will look a little better. That's not a limitation of your computer (or of Blizzard's designers), it's a limitation of the technologies that Blizzard is using to make the game. When OpenGL (the code that allows game makers like Blizzard to draw 3D graphics within OS X) gets updated, then we'll see some higher quality shadows.