It seems No Lights Installed is a Mac Problem, and I have the log files from me loading a world:
basically there are NO shadows in the Mac version as far as I can tell (tested on two computers)
Checking for shader shadow support:
   - Enabled via $Shader::Enabled? YES
   - ARB_shader_objects present? YES
   - ARB_shading_language_100 present? YES
   - GLSL Language Version? 1.20
   - EXT_texture_array present? YES
   - EXT_texture3D present? NO
   - EXT_framebuffer_object present? YES
   - ARB_shadow? YES
   - ARB_texture_rg? YES
   o Shaders are INACTIVE
Skipping shader shadow initialization.
LightManager::uninstallGLLights: no lights installed!
LightManager::uninstallGLLights: no lights installed!
LightManager::uninstallGLLights: no lights installed!
LightManager::uninstallGLLights: no lights installed!
LightManager::uninstallGLLights: no lights installed!
LightManager::uninstallGLLights: no lights installed!
LightManager::uninstallGLLights: no lights installed!
LightManager::uninstallGLLights: no lights installed!
and so on and so forth.