Drop Shadow only around image box vs actual image

Hi
I was able to create 3x3 image grid for a brochure design and populate it with my images.
When i tried to make the image boundary pop using a drop shadow, I can only get the actual image to apply the drop shadow filter.
How do i get just the boxes to do this effect? Some of my boxes (image top middle) with the image the size of the box look fine. but others such as (top right, and bottom right) are not.
I think do that would also fix the issue with some of the red image banners also having a drop shadow effect.
Very confusing feature, any help is much appreciated.
thanks
