Here's a quick tutorial for everyone who needs to know how to make stencil shadows for their models. In order to stay brief, I will guide you through the steps of making a simple box shadow for a building.
This applies only to 3dsMax any version.
1. Create a new box shape in 3dsMax. Roughly the same size as your main model.
2. With your new box still selected right-click and select, Convert To -- Editable Poly. ( Special UV Mapping is not important for shadow objects. A standard box comes with a standard box UV Map.)
3. In the Modifier Tab, name your new box according to Railworks naming conventions. (this is a must!)

4. Open the Material Editor.
5. Drag and drop a material copy into an empty sample slot.
6. Rename the material. (You can give it any name you want, but the name MUST begin with "shadow_" to be detected.)
7. Choose StencilShadow.fx from the Shader Name drop down list.
8. Click on the Slot Texture.

9. Still in the Material Editor, (with your shadow model selected in the viewport) click, Assign Material To Selection.
10. Click, Show Standard Map In Viewport, to show/hide your texture.

11. Close the Material Editor and open up Schematic View.
12. In Schematic View, click the Select and link button.
13. Select your shadow model and drag a link from it to your main model.

Check to make sure all the faces of each of your model parts has a texture applied to it. Check that your all of the parts are properly named, and properly centered in the world view.
Then select all of your model parts and perform a Reset Transform and Reset Scale from the Hierarchy Tab.
Then export your model and cross your fingers.
This is how I do it in 3dsMax, but others may do it differently.
Hope this helps.
The word?..The word is no. I am, therefore, going anyway..