How to have montain that cast shadow?

I created a terrain with the terrain editor, it got mountains. But the mountains don't cast shadow on the rest of the terrain. I try to create lightmap, and I got a error message : instances of this heightfield still exist!

terrains has a property in terrain settings. (last icon) called cast shadows. you should turn this on and set you lights shadow property to soft shadow or hard shadow. this is a pro only feature in unity so you can not use it in free edition. 30 day trial versions of unity are available on www.unity3d.com

I put a directional light in… found in game objects