Turn down the ambient light, or turn down your fill light. It's the OTHER lights in the scene that determine how light or dark your shadows are. Shadows are, after all, in shadow from the casting light.
ohhhh, erm, change the shadow colour i wuda thought, or you could be clever and link up the shadow colour with the intensity of the lighty so the shadow drops in brightness as the intensity drops...which would happen anyway so ill shut up now
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