In cycles you don't need to do anything special, just set your material to use the alpha channel as transparent and the light will pass right through:


[![enter image description here][1]][1]


For Blender Internal it's a bit trickier:

Set the transparency for the material by enabling the transparency box and moving the Alpha value to 0:


On the texture settings enable the

**Use Alpha** option for the image

and on Infulence settings enable **Alpha**

That will let the light pass through the texture, bot other objects will receive the shadow of the mesh, not the transparency of the texture.


[![enter image description here][2]][2]

[![enter image description here][3]][3]

For other objects to receive the shadow cast by the transparency, you have edit their manterial and on the Shadow section enable **Receive Transparent**  

[![enter image description here][4]][4]


  [1]: https://i.sstatic.net/3j8oD.png
  [2]: https://i.sstatic.net/1U1xd.png
  [3]: https://i.sstatic.net/UMphU.png
  [4]: https://i.sstatic.net/5AkY1.png