I think there are a fews ways you could do this.
For simplicity... I would duplicate the layer of the video screen so that you had a "clean object".
I would position and apply perspective to it
and then crush it down with levels.
Apply a little opacity to taste.
Assuming your still image has a shadow being cast by your light (rather than a fake shadow as mentioned in the post above) you simply need to enable shadow casting for your footage layer.
Select the footage layer, press AA to reveal Material Properties, set Casts Shadows to On.
The footage layer will, of course, need to be positioned correctly within your 3D environment for the shadow to appear correctly.
Thanks for the help, I did check the same info under Material Options on the video comp layer as I did on the image layer. The video section I am having problems casting a shadow from is a comp layer added to my 3d comp and may have something to do with the problem, because when I import just the video and set it to 3D the same as the comp, it cast a shadow. I did the video as a comp and built up solids behind the video to look as if it where on a 3D rectangle. I may need to do it another way if I want the shadow.
I got it now....need to turn on cast shadows on all layers in the comp I'm importing!