shadow issue with alpha

The shadow of the object to which the alpha map is applied is the output as modelled. For example, if you apply a circular alpha texture to a square plane, the shadow comes out as a square rather than a circle.
As I inquired through chat with Adobe, he offered me a solution to get rid of modelling that square.
All my characters would lose their hair if I followed this advice.If it was an attempt to be funny, it was a success though, Adobe needs to train his staff so they can at least understand what the problem is.