Help with shadow baking


I am currently making my first game in Blender but I am having some trouble baking the shadows onto my texture.

I currently have 3 textures on my terrain:

A base ‘grass’ texture
A ’ stencil’ texture
and finally a ‘dirt’ texture. They are all UV mapped.

I have set up the lamps to create the shadows and have got them looking like I want in the viewport. I have then tried to create a new uvtexture in the ‘map’ section in edit mode of blender but the shadows won’t bake!.

I have attached some images with the different settings that I have, please help.