Without knowing more details about your comp, how you create the shadow and a million other things we can't really help you. we don't even know what version of AE you use.
Create the shadows as a separate layer. You can do that as a parented layer or, my preference, export the shadows only as a mauve. If you a re using 3D text, you'll need a different solution but you've probably got your lights settings or surface settings wrong.
I apologize for not supplying enough information. I am using AE CS6 and I am using 3D layers with lights. I have also used a single layer for each letter in the message that is slowly appearing. The lights are creating the shadows but are rendering the shadow before the effect write-on, as the shadow letter appears first. Then the letter is drawn second. I thought it must be something in the render order, but I couldn't figure out how to make it happen correctly.
After I posted my question, I found an Adobe video tutorial on render-order. Although the video didn't address my problem, it did remind me that an effect that I could use - drop shadows. I inserted the drop shadow effect above the write-on effect on each letter and the world is good. The shadow appears at the same time as the letter. And with a whole lot less effort.
I appreciate you taking the time to think about the problem. If there is a simple solution I would still be interested in knowing what it might be.