Yep. You have to mess with your config file. Export your settings to a usb stick. Make a backup of the .dfg file for safekeeping, in case you mess anything up. Then look under the "map_bling" section. From there, it's pretty easy to see what you're after.
width1=X is the line that controls shadow width.
You can also replace the style=MAP_BLING_DRAW_STYLE_SOLID_FADE line with style=MAP_BLING_DRAW_STYLE_SOLID if you want to kill the shadow entirely too.