Well since we dont know what you allready have done its kindoff impossible.
(NOTE: All of this IS ALLMOST CERTAINLY explained in the help files [wich is THE MANUAL] shipped with maya so you shoudl be able to debugg it with that, if not then your screwed because then NO ONE CAN HELP YOU, besides alias tech support. So you tell me you have read the entire manual chapter on rendering page by page?).
answer following questions atleast
is it for Maya SW render or mental ray?
do youy try to cast the shadows trough something like a window?
Dmap or raytraced shadoows?
what steps did you take to make the volumetric shadow?