Go into the movie about 40min 31sec where Neo and Morpheus are standing with two chairs in front of a TV. All the shadows have been erased to add to the sense that the place they were in was not real. Now, fast forward it a few min where Neo is saying, "No! No! I don't believe it!". As he backs away, you can see he is casting a shadow.

I guess they just forgot to take that one out.