And now for some special effects!  Review,you have a Mask on now and you have saved it to the Masks Alpha Channel.  Now it is time to delete the mask.  Click on the top menu and choose Masks, Delete.  A dialog box will pop up asking if you want to merge to the current layer, click OK. 

Add another new layer .   Now from the top menu click on Selections.  Load from alpha channel. 

The Load from Alpha dialog box will pop up asking which selection to load,choose the selection that you saved earlier then click OK. The image should now have those little flashing dotted lines, a.k.a., a Marquis Selection.  Now click on the Selections menu and choose Invert.  If you have your Toolbar open you can also invert a selection with the little i symbol at the bottom that is half black and half white diagonally.    Now you have the Mask Selection loaded and inverted. Click on the Image menu, Effects, Drop Shadow.

Once you have clicked on Drop Shadow its dialog box will pop up for the drop shadow settings.

 Choose color Black for now ,a blur anywhere between zero and 3,that will be a matter of taste, and an offset of about 2 for both Vertical and Horizontal. 
Now click OK and then add Drop Shadow again, only this time make settings minus 2 for Vertical and Horizontal.  Now click ok again and deselect.  Click on Selections, select none.  Add a new Raster layer , load selection from alpha channel again, this time don't invert. Click on Image, Effects, Drop Shadow again, same procedure as above.  Note in the shadows, you can see what happens to your selection, so play with the settings for the best effects. Now deselect again.  Add new layer,load selection from alpha,drop shadow,invert, this time make the drop shadow white and a setting of 1 for both Vertical and Horizontal.  Add drop shadow again, settings minus 1 for both.  Each new shadow should be a layer of it's own or pretty close.  Here is the end result for this simple mask. 

That is a simple mask.  Now you can play with shadows and colors and come up with all kinds of neat effects.  Here are some samples I have made usings varied masks and techniques.