@thomthom said:
Remove the Sky map from GI and Background under Environment.
Might need to turn off Default Light under General Switches.That's what I do - and then usually reply in a plain colour in the GI to give a nice soft light from all direction that leaves no shadow.
SketchUp's own shadow settings has no effect on VRay (other than controlling sun position)
I have the same situation, but I don't know how to remove the skymap from GI, Background is off and Default Lights are off.. I keep getting the shadows from my sketchUp model. 
This is driving me nuts!