Control materials opacity.

right click in project select create > shader then rename it opacity edit using mono develop erase all copy paste below code into shader save it

go to material select shader > Custom-->opacity i hope this is helpful.

Shader "Custom/Opacity" { Properties { _BumpAmt ("Distortion", range (0,128)) = 10 _MainTex ("Tint Color (RGB)", 2D) = "white" {} _BumpMap ("Normalmap", 2D) = "bump" {} }

 Category {
 
     // We must be transparent, so other objects are drawn before this one.
     Tags { "Queue"="Transparent" "RenderType"="Opaque" }
 
 
     SubShader {
 
         // This pass grabs the screen behind the object into a texture.
         // We can access the result in the next pass as _GrabTexture
         GrabPass {                            
             Name "BASE"
             Tags { "LightMode" = "Always" }
          }
          
          // Main pass: Take the texture grabbed above and use the bumpmap to perturb it
          // on to the screen
         Pass {
             Name "BASE"
             Tags { "LightMode" = "Always" }
             
 CGPROGRAM
 #pragma vertex vert
 #pragma fragment frag
 #pragma fragmentoption ARB_precision_hint_fastest
 #include "UnityCG.cginc"
 
 struct appdata_t {
     float4 vertex : POSITION;
     float2 texcoord: TEXCOORD0;
 };
 
 struct v2f {
     float4 vertex : POSITION;
     float4 uvgrab : TEXCOORD0;
     float2 uvbump : TEXCOORD1;
     float2 uvmain : TEXCOORD2;
 };
 
 float _BumpAmt;
 float4 _BumpMap_ST;
 float4 _MainTex_ST;
 
 v2f vert (appdata_t v)
 {
     v2f o;
     o.vertex = mul(UNITY_MATRIX_MVP, v.vertex);
     #if UNITY_UV_STARTS_AT_TOP
     float scale = -1.0;
     #else
     float scale = 1.0;
     #endif
     o.uvgrab.xy = (float2(o.vertex.x, o.vertex.y*scale) + o.vertex.w) * 0.5;
     o.uvgrab.zw = o.vertex.zw;
     o.uvbump = TRANSFORM_TEX( v.texcoord, _BumpMap );
     o.uvmain = TRANSFORM_TEX( v.texcoord, _MainTex );
     return o;
 }
 
 sampler2D _GrabTexture;
 float4 _GrabTexture_TexelSize;
 sampler2D _BumpMap;
 sampler2D _MainTex;
 
 half4 frag( v2f i ) : COLOR
 {
     // calculate perturbed coordinates
     half2 bump = UnpackNormal(tex2D( _BumpMap, i.uvbump )).rg; // we could optimize this by just reading the x & y without reconstructing the Z
     float2 offset = bump * _BumpAmt * _GrabTexture_TexelSize.xy;
     i.uvgrab.xy = offset * i.uvgrab.z + i.uvgrab.xy;
     
     half4 col = tex2Dproj( _GrabTexture, UNITY_PROJ_COORD(i.uvgrab));
     half4 tint = tex2D( _MainTex, i.uvmain );
     return col * tint;
 }
 ENDCG
         }
     }
 
     // ------------------------------------------------------------------
     // Fallback for older cards and Unity non-Pro
     
     SubShader {
         Blend DstColor Zero
         Pass {
             Name "BASE"
             SetTexture [_MainTex] {    combine texture }
         }
     }
 }
 
 }




 

Transparent shaders never cast or receive shadows. The only one is the cut-out shader which doesn't have transparency, just areas which are cut out completely.

See this thread for more details:
http://forum.unity3d.com/threads/9909-No-shadows-visible-on-Transparency-Shaders-!!

You should also be clearer in your question. Light and shadows are two very different things in gameengines. Shadows have to be generated. They aren't simply a result of blocking light (which would be very hard to detect).