I used this method to shade resources, it might work for units as well.
1) Open the file and make sure it's 8-bit using some Palette and NOT 24-bit (this will keep it from anti-aliasing, in other words, keep a sharp border between two colors)
2) Select the pixels/object you want to give a shadow, preferably Select All and then Deselect the green background, non-contiguous.
3) Right-click, Transform Selection and then drag around the edges with Ctrl to give it a perspective.
4) When you're satisfied, use non-contiguous fill tool on the green part of the selection and voila, you have your shadow!