Drop Shadows on different layers, so far so good, but then...

Hi,

In my project, I'm trying to put framed pictures on two facing walls.  I want each picture (on each different layer) to have a drop shadow. 

My problem is that, whenever I adjust one, the other one also moves.  Is that normal?  Is it just one of those things?  Or is there a fix?  I'm relatively new to all this.