To make shadows cast on something like a web from a spider. First do the shadow for the spider get it how you would like it, dup the layer of the spider with the shadow, flatten the layer so everything is in one. Erase the spider from one layer and the shadow from the order. Now you should have 2 layers, one with just the spider the other with just the shadow of the spider.
Select the web layer then choose the spiders shadow invert the selection and delete. You should now have the shadow on just the web. The spice it up, take a semi-fat eraser that is very soft and go around the edges of the shadow on the web this will make it look like the shadow is rolling over the web ie. more natural.
Hopefully you can understand that, its very hard to describe in text, how to do this.