Hi Daiwei,

Go to Start > Control Panel > System, then select the "Advanced" tab in the
System Properties panel and click the "Settings" button in the Performance
section which will open another panel. In the new "Performance Options"
panel scroll down the list and check "Use drop shadows for icon labels on
the desktop" and that should sort it.

If you don't like the text style/colour you will have to use a third party
program.

Hope this helps

Andy