An update:  When I copy using the menu option (Edit -> Copy Image/Object to Clipboard), the shadow is properly represented.  But when I do a screenshot....and it copies automatically to the clipboard, if I paste, I still get the black box. 

To elaborate:
So in my Post Capture -Actions, I have "Copy Image to Clipboard" enabled
And In my Post Capture -Options I have "Add Drop Shadow to Image" enabled.

And after screenshot, if I paste right away, I get ugly black box....but if I go to the SC window and copy to clipboard and then paste, I get nice shadow.

Thanks again....and for the quick reply.  I have used SC for years and love it....it's the first thing I install on a new PC and couldn't work without it!