This is what a column looks like without shadows.
I know the level sucks. It's just a simple room built
for this tutorial.
It's so easy to fix this. Build a brush that is close
to the size of the mesh (in this case column), but make
sure it is smaller than the diameter of the cylinder so
you won't see it sticking thru the mesh
Cover this brush with the caulk texture.
It should look like this
Now once this is done, it will look like this in Q3A.
This same thing can be done for any curve (mesh)
The more complicated the curve the more brushes will
be needed to make the right shadow.