I go to window from the top menu, then shadow settings in the drop down menu, it opens a menu file, there is a checkbox for display shadows, we uncheck that box as instructed, under it is time and date sliders, under that is light and dark sliders, then we have written, display, under that check boxes for on faces, on ground , from edges.
And nothing else, this is version 5 of sketchup, either Im on the wrong thing, or in my version the setting is some other place, or it is in version 6 only.
mine is this
not this
EDIT
I found it, its in Display settings for versions of SU older than 6