This tip is from Kim Hill, Digiscrap designer and store owner of CG Essentials.com. It's very handy when you are making your own Quick Page png files and you don't want the frame to have a shadow on the inside, just on the outside.
Apply the shadow to the frame. Then create a new layer. Then use the magic wand to select the inside of the frame. While the selection is active, merge the frame and blank layer together. Then press the delete key.