The shadow is being added by your slider plugin.
You can remove it with this:
.theme-default .nivoSliderWeptile {
-webkit-box-shadow: 0 0 0 0 transparent;
-moz-box-shadow: 0 0 0 0 transparent;
box-shadow: 0 0 0 0 transparent;
}
As for the options, I gathered from your previous post that everything was working except for the shadow issue?