I think these come with the materials bonus pack:http://sketchup.google.com/bonuspacks.html
I tried to upload but for some reason the forum doesn't allow .skm file extension. Seems odd since this is a sketchup forum. Could any moderators explain why this is?
I think you will need to create actual geometry with holes in it to cast a broken shadow. The translucent materials cast no shadow. And a mixture of translucent and opaque casts full shadow.
Perhaps try a regular metal texture on a surface with many holes. I think this may be the only way to get the effect you want. But I could be wrong.