Lots of graphics programs support drop shadow (I know Gimp does), but unfortunately I haven't used them so I can't help with anything but Photoshop.
If all else fails you ca do it manually by duplicating the shape (by duplicating the layer, or selecting it and filling on a new layer, or however you prefer), coloring it to your shadow color, applying a blur, and then placing that layer behind your main shape layer and offsetting it slightly. That takes more work and will be harder to make consistent but it can be done that way. c:
I used this tutorial! lassithedawg.deviantart.com/ar… not as good as yours, and my photoshop elements has no shadow drop, but I'm pretty proud of it! It's a cool thing to add a spice of variety in my gallery!