Assuming you mean the shadow beneath the photo then I would duplicate the white border layer, convert it to a curve and then apply a horizontal linear grad to the new layer using a black fill, adjust the opacity values across the grad to achieve the varying shades of grey. Use the node tool to move the bottom centre of the shadow rectangle up to apply the curve effect to the bottom edge and then apply a gausian blur to the shadow layer. Finally adjust the size of the shadow layer, bring the sides in and move the layer down until it is poistioned as you want it.
This should give you something like this.
Shadow Sample.afphoto
