Shadow Questions

I need to do shadow volumes ,or shadow maps,or planar projected shadows but i have a problem. When i finished my shadow volume code and run it the scene did''nt have shadows at all.Then i realize that everybody use OpenGL''s lights to do the shadows. Is there any other way to do shadows (without opengl lights)? I find in MSDN that the Hardware Lights(OpenGL''s Light) used for the comparison of the scene between the Stencil and Color Buffer. Is there a way to do it manual?Not to let OpenGL to do this.(with glReadPixels and glCopyPixels functions maybe)? Thanks in advance. Please answer.