If you’re talking about MaxiGallery snippet, it’s not possible in the current state of it.. You could do an additional snippet what would add dropshadows to the thumbnails quite easily though. But with this version, you’d have to re-upload pics to the gallery. Sorry.
The next release of MaxiGallery will introduce the templating features (done by
Marc) and have some bugfixes plus few smaller new features. After this is done, I’ll start to do a "rewrite" version from the snippet what will be somewhat different (not sure if it will be 100% backwards compatible, but if not, I’ll do a migration script for it). In this version, it will be possible to change the setting for any individual picture/gallery/section at anytime. But don’t expect to see this snippet anytime soon, I’m very busy currently with my daytime work and unless somebody offers to help, it may take some time..