3DSM shadow question?

Is there a way to render out an object with a shadow (as to a PNG) without having to place an object as a ground plane for the shadow to be cast on?

I guess what I mean is can I set it so when it renders, I can have a transparent shadow with object without having to have a solid plane below? Is it just a matter of changing the visibility of the plane so that it does not render on output… and will that still give me the transparent shadow or will it not give a shadow because it is hidden?

I will be doing some compositing and it would save much PS touchup (there’s gotta be a way).

I will be rendering in MentalRay.

Thanks all.