I am having problems adding a drop shadow to text ?

Hi, I'm having a problem adding a drop shadow to text. When I open the dialogue box, the shadow appears. I set the spread and the size. BUT when I come to alter the distance, it starts to disappear as if it is going behind another layer. It has only just started doing this. Have I altered a setting by mistake. I have tried all I can think of, any help would be appreciated.

If I add the drop shadow FX to the group it works fine but then I am unable to alter the shadows individually.

Thanks

Daz