No, I just used transform.
1. After I separated the dude, I duped the little goomer and filled him with black.
2. I entered transform mode, comd/cntrl + T, then right clicked and chose distort.
3. Then I moved the shadow where I wanted the first (lower) part to lay. When done I hit the check mark/enter.
4. I then grabbed the Rectangular Marquis Tool (RMT) and made a selection of the upper part of the shadow. I want the lower line to be even with the bottom of the room. I then hit cmd/cntrl + J to duplicate the selection to a new layer.
5. I then selected the duped selection, highlighted the previous layer and hit delete to remove the upper portion of the shadow.
6. I then selected the newly duped layer of the upper shadow and transformed it to where I wanted it.
7. I then repeated the same steps to alter the top of the balloon.
8. You should have three layers for the shadow. Merge these layers.
9. Finally, move the newly merged shadow layer below the goomer layer and add Gaussian blur, adjust the position if needed.
Done.