Basically, yeah. You draw harder as you want the shadow to get darker.
I do it like this:

First i draw the shirt
Then i put on the basic colour
Then i draw a "border" for the shadow
Then i select the base colour, darken it in the colour box(it's called Farge, in my case. Norwegian

) I marked the colours i used with red, You have it in MSPaint, so you don't really need flash.
Then, i remove the line after i have filled with the darker colour.
You just need to, sort of imagine what the shadow would look like.