Yeah, when you run S3D, check antialiasing on, and turn it to 5. Also, try turning the lighting off, and adding it yourself. It gives you more control over the shadow. Do you know how to use alpha masks? If you don't, PM me and I'll tell you how to make a mask for your planets. If you don't want to go through the trouble, just add black on a new layer, gaussian blur, select the outside of the planet on the layer below, go back to blurred black layer and hit delete.