I have a little problem. Im modelling this room with a window, and i have put a lamp outside pointing in to the room. I had planned this spotlight to shine through the window and create a sqare shaped light whatever u call it, like the window u know, in the room. But the lamp just shines through the wall and creates a circular light thing on the wall. I have the same problem with a tablelamp than shines through the table and to the floor ( the table get lightened as well, but it continues to the floor). How can i fix this. I guess i have to make the wall solid or something in some way, but i cant figure it out. 
Hey there Igor,
I've been using blender only a couple of weeks and had the same problem. Blender's render engine I believe is scanline not raytrace so the way to get around the "bleeding" light that I did was to move the floor to another layer and make sure the light is set to only illuminate objects on it's layer. Then put a low level light on the same layer as the floor with the same setting for only on that layer.
As for the spot through the window, is the window opening modeled or transparent texture? If it is modeled make sure shadows are turned on in the render options (F10 i think)
Hope this helps…
mmbond
Yeah, thanks! 
I tried the shadows on now, and it was indeed the solution. I will look at the layers tomorrow, course im reaaal tired.
Unfortunately, even with all the correct buttons pushed there are still cases where light will go through a ‘solid’ object. So it’s a good idea to learn how to separate all your objects by layers anyway.
-Iain
make sure you use a spotlight, just to point that out, that was my big mistake when doing my version of what youre doing
But, as you can see on the second step in your example, even having a spotlight doesn’t always catch all of what should be in shadow. For goofy bits of stray light like that, I know of no solution other than different layers…
-Iain