For the basic mode, I think there is a stylehack for this, installed by default (Mac OS X TitleBar Effect)
To do it manually, go to : Windows and Caption Buttons > Basic > Caption and add (click on "Add property")
- TEXTSHADOWOFFSET:POSITION (0,1 for example)
- TEXTSHADOWCOLOR:COLOR (white)
- TEXTSHADOWTYPE:ENUM (single)
Actually this works if the shadow style is set to "single" but not with "continuous". If I set it to continuous, the shadow appears only with inactive windows and not with active windows. I want to apply the "continuous" shadow to both active/inactive windows.