If you are using the Lightworks engine, you need to turn off the sun in the 3D imaging settings box. Instead place the SUN object (use the lamp tool to find it) along with general light etc.
I know Dwight Atkinson has posted how to place these lights so do a search. You might also buy his book
If you are doing sun studies, rather than renderings and mostly interested in showing the shadows, you can use the IE as Stuart suggests.
Take a look at Dwights posts though first.
Erika
Architect, Consultant
MacBook Pro Retina, 15-inch Yosemite 2.8 GHz Intel Core i7 16 GB 1600 MHz DDR3
Mac OSX 10.11.1
AC5-18
Onuma System
"Implementing Successful Building Information Modeling"