I've been having a real pain trying to get a necklace to cast shadows. I've tried depth-mapped, I've tried ray-traced (with and without AO), but just can't get the necklace in the image http://www.renderosity.com/mod/gallery/index.php?image_id=1406557
to actually cast a shadow. Any advice?

One way is ambient occlusion on the skin, see the OcclusionMaster vendor page - has an excellent tutorial on AO even if you don't decide to buy OcclusionMaster (which is well worth the money imo, saves a lot of time and clicking)
http://market.renderosity.com/mod/bcs/index.php?ViewProduct=38822&

I can verify this works on Poser 6 and Poser 7/7+SR1, with Windows XP 32 and 64, with Victoria 4 and previous mill figures I've tried.  I don't remember if I tried this with Apollo or not - it's kind of a reflex now to set AO on nostrils for anything I do, but I'm really not sure.

Are your camera(s) and light(s) in the correct position to see a shadow? (stupid question)
Check your AO settings (dist & RayBias).
Is AO on the material or the light?
I've had good results by following a tutorial here.

Oops, duh, looking at this a little closer (I must be a bit stupid, lately I have a bad habit of misreading things):
I see you have been messing with AO already.  Is Visible in Raytracing checked in the necklace prop's properties?  I believe that's required for AO to work with that object.
Is there any Translucency on the material?  This will allow light though, even if the object appears to be opaque.  Same for transparancy obviously, but the necklace has no appearance of transparency to it.
AO needs to be on for both the light and the material.
Is Casts Shadows checked for the necklace prop's properties?  This may not be required for AO to work, but it shouldn't hurt either, in my opinion, you'll just get a bit more intense shadow if anything.

I'd expect it's one of these things, I can't think of anything else that would make something fail to cast any kind of shadow at all.  Attached link was done with Casts Shadows on for the ring, and AO on the skin and in the main light:
http://www.renderosity.com/mod/gallery/index.php?image_id=1404479&member

It seems to me that AO can be a solution, but sometimes it's a matter of the right unit settings, some tutorials are made with inch-settings. When you're using mm or cm.settings you have to multiply your A0 settings by 25.4 or 2.54 to get the right results  (25 or 2.5 will be right also). When you use AO in your materials, you don't have to use it in your lights.

best regards,

Bopperthijs