Apply Drop Shadow to UILoader images in Flash

I am trying to make a xml based portfolio in Flash CS5.  I want to use a UILoader to load external images, but I want the images to have a drop shadow when displayed.  I tried saving the image with a drop shadow in Photoshop with a .png format.  When it was uploaded the image didn't show the drop shadow and had jaggy edges.  Normally I use a filter in Flash but the option isn't available for the UILoader object.  Please let me know if there is a way my images can be displayed with a drop shadow, otherwise I will do without. Thanks!