Nope, it's not. I have thousands of screen shots from different machines from all over world provided by the Robombs feedback function that show nice shadows. The only plattforms that have trouble doing it correctly are some SiS "gpus" and some linux drivers that go crazy on the shadows. Apart from that, everything works fine.
If shadow mapping doesn't work on a GeForce 9800, check your drivers. Maybe you are using the stock Windows drivers or some other obscure one (which OS btw?).
As said, a log output might help.
And it may very well be a threading issue of some kind, because the AWTGLRenderer has to do it's own threading stuff in the background which might interfere with whatever you are doing. Without a test case, i can't do anything...