Once you've finished your base colors, it's time to make your shadow layer. Select your base colors layer and duplicate it. Name the new layer shadows.

Now it's time to make this layer as dark as shadow. Go to image/adjustments/hue/ saturation in the Image tab. You're going to get a crazy looking menu that lets you control the hue, saturation, and value of your shadow colors.

These are the adjustments I made to my shadow layer. You can do the same to yours or fiddle with them to get a different look. If you want to see how the changes are affecting your image, make sure Preview is checked. Once you're finished, hit ok.

Hue/Sautration isn't the only color adjustment option you have available. Under the Image/Adjustments tab, at the very bottom, is Variations, which allows you to add a single wash of color over your layer as many times as you like.

Since shadows are often cooler colors than their highlights, I like to add a few shades of magenta. I turn down the Fine/Coarse meter a notch so the wash of color I add doesn't overwhelm the colors I already have put down. To apply the wash, I simply click once on magenta. If I'm feeling like it hasn't altered my colors enough, I might give it a second click, but I like to be pretty stingy with my clicks.

This is intended as a very subtle color shift, so don't overdo it if you want to try Variations! Well, I mean, if you want to experiment, all the more power to you! I encourage you to try whatever you want, don't let my boring method put a cap on your creative juices.