set the angle of the shadow to 90 degrees...
Hi Peter, thanks that helps although when I add a blur it shows on the left and right. Is there anything else I can do so it won't show on the sides. Maybe a different style?
Sure. Do it a bit old-school.
Make a frame the same width as the image. Fill a frame, I used 100% K. Use Object, Effects, Gradient Feather. I moved the center stop a bit to the right. This effect, not shown below, will leave the right/left edges a bit too crisp.
Then add the Basic Feather as per the screen shot below. That will add a touch of feather on the edges, and round the shadow at the corners a tad. I think it looks better.
Play with the settings to achieve the blur you want, change the color of the shadow, etc.