It looks like you were trying to use drop shadows as walls? The effect makes it look to me as though the interior of the rooms are "above" their surroundings. What program are you working in? If it's Gimp or Photoshop, try using a bevel effect rather than a drop shadow.

If you want some occlusion shadows at the base of the walls, try using an Outer Glow effect (color: black; mode: multiply; opacity: 35% or to taste).

Here's a super-quick example in PSD format:

Click image for larger version. 

Name:	wall-example.psd 
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