My question was more whether you want to give the models shadows based on light direction (which is pretty easy) or want them to cause shadows casted to something else, which is what you mean.
This is a little bit more complicated. Did you look into FBOs?
Uh, I don't understand the difference. xD I did not look into FBO's. although I've heard of them. Light based shadow casting sounds fine, though.
Edit: Oh, uh, I think I already basic shading on my models. Yes, what I want is to cast shadows onto other models in a way that is as painless as possible. I just looked into FBO's (Frame buffer objects, correct?), and from what I can see, it is an object that renders offscreen before being rendered on screen. How does this apply to shadows?