You have a couple of options. You can go with the use background shader or you can use the mental ray production shaders.

Jay has a tutorial on the usebackground shader https://vimeo.com/18536683 (Is this supposed to be available on Vimeo?)

Zap's mental ray tips has an explanation and sample scenes for using the production shaders. Just before the comments section he describes how to modify the setup so you can use the output for compositing. https://mentalraytips.blogspot.com/20...-examples.html

In both scenarios the alpha channel contains the shadow information. (Watch out for shadows on shadows during compositing)