You'll need to select:
If you don't have a solid edge on your drop shadow, you will end up with that "halo effect" around the shadow. The only thing you can do is choose a matte color closest to your background that might blend with all the colors of your background pages.
Or you can make the drop shadow a solid drop shadow and not worry about the halo effect.
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You need to export the PNG file rather than save it. Choose PNG 8 or PNG 32 with Alpha transparency.
I see this was way back in 2010, but, nevertheless: I use my logo png file, add the drop shadow that I want, add a bevel or emboss to my liking, then drop the opacity to 0. Not sure if this answers the op's question, but this does work well.