Just a few corrections here:
1) umbra is not a shadow transparency factor - it's a percentage of the source illumination (there's a difference). If umbra is 0, then no illumination is present in the shadow. If umbra is 0.75, then 75% of the illumination cast by the light will be present in the shadow.
If the surface is not opaque, then umbra is the percentage of source illumination plus the amount of illumination that is transmitted and filtered as it passes through the surface.
2) Shadows can be colored with shadow shaders applied on the occluding surfaces. However, light shaders can also cast colored shadows if a shader (such as one I've written for myself 
) is programmed to do so.
The only way to solve your problem is to keep umbra at zero. Any other value will let illumination from the light pass through to the sphere. If you need the sphere to be visible at a level other than what you've shown, then you'll need to use another light, or shading trick to make the surface visible.
Matt
Matt Lind
Animator / Technical Director
Softimage certified instructor:
Softimage|3D
Softimage|XSI
speye_21@hotmail.com
