One of the best ways to set up your lighting (and the way I usually set up my lighting rigs) is to use a Distant Light set at least 100% intensity with Raytraced shadows. Make sure that all the Raytraced options in the Render Options menu are active for your final render. Never put the main light behind the Camera!
Add a Spotlight (or Point Light) off to one side of the object on the side the shadows are being cast. Set the intensity low; about 20% or so and set the shadows to Shadow Mapped.
Thirdly add a third light above the distant light, but closer to the camera, set it to Affect Specular only and set the intensity to around 40%. If the Specular highlight's don't show up, then increase the intensity.
Hope this helps you.
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