True Type Fonts only do two colors, usually black and white.
Perhaps more accurately stated: The one ink color and the page color.
I think you will need to make your Outline Font, type out your message then use some kind of drawing program to make the drop shadow portion of each individual message.
I hear “Gimp” has much improved. Irfanview is good, as are Paint.net, Corel, and PhotoShop.
