After many hours I gave up with the shadows.
Apparently it is impossible to remove them in LXDE, and so I gave up.
Uninstalled LXDE and installed XFCE instead.
It also goes like the wind compared to KDE.
In fact I am so chuffed with it that I may put it on my desktop as well.
In the meantime here is the LXDE wallpaper.
