This tutorial will show you how to create simple dropshadows which work for just about any object, be it text, shapes or what not.
Start out with a single layer with whatever you want to create a dropshadow for on a transparent background.
The layers dialogue should now look like this. Bring it forward.
The layers dialogue should look like this if you're doing things right at this point.
Now duplicate the layer and select the bottom one. Press the "Keep transparency" button for this layer. Select the entire image and fill it with black.
Disable the "Keep transparency" again, and use Filters->Blur>Gaussian Blur on the image. A setting of 10x10 was used here several times.
Add a white layer below the entire thing, and enable all the layers. Then select the dark shadow layer and the move tool. Use the arrows on your keyboard to move the shadow a bit askew.
There you go! A perfectly good dropshadow! You can download the XCF file for your pleasure right here.